Path integration for real options (Q1664189)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Path integration for real options |
scientific article |
Statements
Path integration for real options (English)
0 references
24 August 2018
0 references
real option
0 references
path integration
0 references
Markov process
0 references
continuous state
0 references
European option
0 references
American option
0 references
0 references
0 references