The valuation of multidimensional American real options using the LSM simulation method (Q2384589)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5199341
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The valuation of multidimensional American real options using the LSM simulation method |
scientific article; zbMATH DE number 5199341 |
Statements
The valuation of multidimensional American real options using the LSM simulation method (English)
0 references
10 October 2007
0 references
real options
0 references
simulation
0 references
natural resources
0 references
valuation
0 references
finance
0 references
0 references
0.8039020895957947
0 references
0.770045816898346
0 references
0.7662021517753601
0 references
0.7601422071456909
0 references
0.7480405569076538
0 references
