Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games (Q5156688)
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scientific article; zbMATH DE number 7408407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games |
scientific article; zbMATH DE number 7408407 |
Statements
Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games (English)
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11 October 2021
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\textit{R}\&\textit{D} investment project
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option game
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compound American option
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fitted finite volume method
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