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What do you do when the binomial cannot value real options? : the LSM model
Alonso Bonis, Susana; Azofra Palenzuela, Valentín; … - 2013
Persistent link: https://www.econbiz.de/10010193234
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Alternative Monte Carlo simulation models and the growth option with jumps
Alonso Bonis, Susana; Azofra Palenzuela, Valentín; … - In: Investment management and financial innovations 10 (2013) 3, pp. 19-29
Persistent link: https://www.econbiz.de/10010201517