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Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate - MaRDI portal

Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922)

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Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
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    Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (English)
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    13 June 2022
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    down-and-out barrier option
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    compound real options approach
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    wind farm projects
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