Valuation of R\&D sequential exchange options using Monte Carlo approach (Q1038763)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of R\&D sequential exchange options using Monte Carlo approach |
scientific article |
Statements
Valuation of R\&D sequential exchange options using Monte Carlo approach (English)
0 references
20 November 2009
0 references
pseudo compound American exchange option
0 references
R\&D
0 references
Monte Carlo methods
0 references
