Real Options Valuation

DOI10.1007/978-3-642-12662-8zbMath1291.91004OpenAlexW2504161328MaRDI QIDQ5166475

Marcus Schulmerich

Publication date: 27 June 2014

Full work available at URL: https://doi.org/10.1007/978-3-642-12662-8

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (3)

A four-factor stochastic volatility model of commodity prices ⋮ A review of backtesting for value at risk ⋮ Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model

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