The valuation of multidimensional American real options using the LSM simulation method (Q2384589): Difference between revisions

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-.1016/j.cor.2006.02.016
@@ Property / DOI: 10.1016/j.cor.2006.02.016 / rank @@
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+Q56169629
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+MaRDI publication profile
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+W2101723221
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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 @@
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@@ Property / cites work @@
+Pricing American-style securities using simulation
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@@ Property / cites work @@
+Assessing the least squares Monte-Carlo approach to American option valuation
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+On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
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+An analysis of a least squares regression method for American option pricing
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+Investments in flexible production capacity
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+Evaluating leases with complex operating options
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+Investment Timing Under Incomplete Information
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+Real options and preemption under incomplete information
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+Timing of investments in oligopoly under uncertainty: a framework for numerical analysis
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+Valuing Oil Properties: Integrating Option Pricing and Decision Analysis Approaches
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+Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments
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+Implementing a Real Option Model for Valuing an Undeveloped Oil Field
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+Number of paths versus number of basis functions in American option pricing
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@@ Property / DOI @@
+.1016/J.COR.2006.02.016
@@ Property / DOI: 10.1016/J.COR.2006.02.016 / rank @@
+Normal rank