Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729): Difference between revisions

@@ Property / DOI @@
-.1007/s40995-017-0206-0
@@ Property / DOI: 10.1007/s40995-017-0206-0 / rank @@
-Normal rank
@@ Property / author @@
-Gholam Hossein Yari
@@ Property / author: Gholam Hossein Yari / rank @@
-Normal rank
@@ Property / author @@
+Gholam Hossein Yari
@@ Property / author: Gholam Hossein Yari / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s40995-017-0206-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2278457050
@@ Property / OpenAlex ID: W2278457050 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Elements of Information Theory
@@ Property / cites work: Elements of Information Theory / rank @@
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+Option valuation by a self-exciting threshold binomial model
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+Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
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@@ Property / DOI @@
+.1007/S40995-017-0206-0
@@ Property / DOI: 10.1007/S40995-017-0206-0 / rank @@
+Normal rank