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

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