Pages that link to "Item:Q2384589"

The following pages link to The valuation of multidimensional American real options using the LSM simulation method (Q2384589):

Displaying 18 items.

• Production phase and ultimate pit limit design under commodity price uncertainty (Q320746) (← links)
• Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
• Real options pricing by the finite element method (Q639116) (← links)
• American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
• An approximate dynamic programming approach to decision making in the presence of uncertainty for surfactant-polymer flooding (Q1663658) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
• Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
• Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects (Q2076434) (← links)
• Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
• Re-evaluating natural resource investments under uncertainty: an alternative to limited traditional approaches (Q2241100) (← links)
• Optimal expansion timing decisions in multi-stage PPP projects involving dedicated asset and government subsidies (Q2244198) (← links)
• Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
• Reference policies for non-myopic sequential network design and timing problems (Q2358056) (← links)
• Convergence of option rewards for multivariate price processes (Q2849283) (← links)
• JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
• A deep real options policy for sequential service region design and timing (Q6065667) (← links)
• Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)