Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method (Q2079124)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method |
scientific article; zbMATH DE number 7484242
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method |
scientific article; zbMATH DE number 7484242 |
Statements
Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method (English)
0 references
4 March 2022
0 references
real option valuation
0 references
finite difference method
0 references
convergence
0 references
stability
0 references
2D Black-Scholes equation
0 references
financial engineering
0 references
0 references
0 references
0.9120057821273804
0 references
0.7814217209815979
0 references
0.7697901129722595
0 references
0.7476064562797546
0 references
0.7211793065071106
0 references
