A probabilistic Monte Carlo model for pricing discrete barrier and compound real options
Pierre Rostan; Alexandra Rostan; François-Éric Racicot
| Year of publication: |
2014
|
|---|---|
| Authors: | Rostan, Pierre ; Rostan, Alexandra ; Racicot, François-Éric |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 20.2014, 2, p. 113-126
|
| Subject: | Monte Carlo simulation | option pricing | discrete barrier options | real options | Monte-Carlo-Simulation | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010462984