scientific article

zbMath1244.91088MaRDI QIDQ2904108

Mikael Collan

Publication date: 6 August 2012

Full work available at URL: https://eudml.org/doc/196820

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

real option valuationoption valuation models

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (3)

Comparison of the Datar-Mathews method and the fuzzy pay-off method through numerical results ⋮ New fuzzy insurance pricing method for giga-investment project insurance ⋮ Unnamed Item

Cites Work

• The Pricing of Options and Corporate Liabilities
• A fuzzy pay-off method for real option valuation
• De Finetti was right: Probability Does Not exist
• Option pricing: A simplified approach
• A Definition of Subjective Probability

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