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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
- 1.0349558 - ÚTIA 2011 RIV DE eng B - Monography
Veverka, Petr
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.
Saarbrücken: LAP LAMBERT Academic Publishing, 2010. 80 s. ISBN 978-3-8433-6571-0
Institutional research plan: CEZ:AV0Z10750506
Keywords : Real options, , * Option pricing * Financial mathematics
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0189761
Number of the records: 1