A graphical method for valuing switching options
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Publication:4933642
DOI10.1057/JORS.2009.128zbMath1196.91056OpenAlexW1998345398MaRDI QIDQ4933642
John M. Charnes, Barry R. Cobb
Publication date: 14 October 2010
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/jors.2009.128
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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