Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method |
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Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (English)
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18 June 2020
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real options
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European and American put options
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interior penalty method
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linear complementarity problem
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fitted finite volume method
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