A fitted finite volume method for real option valuation of risks in climate change
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Publication:2006268
DOI10.1016/j.camwa.2015.07.003zbMath1443.91325OpenAlexW959748758MaRDI QIDQ2006268
Shuhua Chang, Jing Wang, Xin Yu Wang
Publication date: 8 October 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2015.07.003
Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)
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