Search Results - subject:"expected present value operators"

Practical guide to real options in discrete time

Levendorskiy, Sergey; Boyarchenko, Svetlana - Society for Computational Economics - SCE - 2004

distributions of commodity prices. The method of the paper is based on the use of the expected present value operators. …

Persistent link: https://www.econbiz.de/10005706514

Practical guide to real options in discrete time II

Boyarchenko, Svetlana; Levendorskii, Sergei - EconWPA - 2005

This paper is an extended version of the paper 'Practical Guide to Real Options in Discrete Time' (http://econwpa.wustl.edu:80/eps/fin/papers/0405/0405016.pdf), where a general, computationally simple approach to real options in discrete time was suggested. We explicitly formulate conditions of...

Persistent link: https://www.econbiz.de/10005413111

Optimal stopping made easy

Boyarchenko, Svetlana; Levendorskiy, Sergey - EconWPA - 2004

expected present value operators. With straightforward modifications, the method works in discrete time--continuous space …

Persistent link: https://www.econbiz.de/10005134695

Practical guide to real options in discrete time

Boyarchenko, Svetlana; Levendorskii, Sergei - EconWPA - 2004

distributions of commodity prices. The method of the paper is based on the use of the expected present value operators. …

Persistent link: https://www.econbiz.de/10005134883