Number of the records: 1
Pricing of Real Options Based on Exponential Mean Reverting Processes: Finite differences method for pricing of Real Options based on exponential mean reverting processes of underlying asset
SYS 0349558 LBL 01614^^^^^2200253^^^450 005 20240103194121.6 010 $a 978-3-8433-6571-0 100 $a 20101116d m y slo 03 ba 101 0-
$a eng $d eng 102 $a DE 200 1-
$a Pricing of Real Options Based on Exponential Mean Reverting Processes: Finite differences method for pricing of Real Options based on exponential mean reverting processes of underlying asset 210 $a Saarbrücken $c LAP LAMBERT Academic Publishing $d 2010 215 $a 80 s. $8 201 610 0-
$a Real options, , 610 0-
$a Option pricing 610 0-
$a Financial mathematics 700 -1
$3 cav_un_auth*0265650 $a Veverka $b Petr $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Stochastic Informatics $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i.
Number of the records: 1