Pricing renewable identification numbers under uncertainty
Mohamad Afkhami and Hamed Ghoddusi
| Year of publication: |
2022
|
|---|---|
| Authors: | Afkhami, Mohamad ; Ghoddusi, Hamed |
| Subject: | Embedded options | Least square Monte Carlo | Renewable identification numbers | Spread options | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1996625 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367855