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Computing a multivariate normal integral for valuing compound real options
Lin, William
- In:
Review of quantitative finance and accounting
18
(
2002
)
2
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pp. 185-209
Persistent link: https://www.econbiz.de/10001676797
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Oil convenience yields estimated under demand/supply shock
Lin, William
;
Duan, Chang-wen
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
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pp. 203-225
Persistent link: https://www.econbiz.de/10003492797
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