Alternative Monte Carlo simulation models and the growth option with jumps
Susana Alonso Bonis; Valentín Azofra Palenzuela; Gabriel de la Fuente Herrero
| Year of publication: |
2013
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|---|---|
| Authors: | Alonso Bonis, Susana ; Azofra Palenzuela, Valentín ; Fuente Herrero, Gabriel de la |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 10.2013, 3, p. 19-29
|
| Subject: | real options | Monte Carlo simulation | financial valuation | Monte-Carlo-Simulation | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Simulation |
| 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://ebvufind01.dmz1.zbw.eu/10010201517