Real option value and random jumps: application of a simulation model
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036840701335603
Reference39 articles.
1. Real options as a component of the market value of stocks: evidence from the Spanish Stock Market
2. Numerical Valuation of High Dimensional Multivariate American Securities
3. Investor valuation of the abandonment option
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