Modelling and computation of optimal decision for farmers leasing lands
DOI10.1080/00207160.2015.1080358zbMATH Open1339.35308OpenAlexW2215851522MaRDI QIDQ2804508FDOQ2804508
Authors: Shuhua Chang, Wenguang Tang
Publication date: 29 April 2016
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2015.1080358
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Cites Work
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Quadratic convergence for valuing American options using a penalty method
- Power penalty method for a linear complementarity problem arising from American option valuation
- A novel fitted finite volume method for the Black-Scholes equation governing option pricing
- A fitted finite volume method for the valuation of options on assets with stochastic volatilities
- Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets
- The Risk Structure of Land Markets
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- Real Options in Leasing: The Effect of Idle Time
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- Option approach to search for threshold rice price toward sustainable paddy field management
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