VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES (Q2786035)

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VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES
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    title
    VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES (English)
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    author
    Feng Dong
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    Nicola Chiara
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    Jan Večeř
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    publication date
    16 September 2010
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    zbMATH DE Number
    5786209
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    zbMATH Keywords
    dynamic programming
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    simulation
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    real options
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    project finance
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