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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

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    SYSNO0349558
    TitlePricing 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
    Author(s) Veverka, Petr (UTIA-B) [E]
    Issue dataSaarbrücken: LAP LAMBERT Academic Publishing, 2010
    ISBN978-3-8433-6571-0
    Document TypeMonografie, kniha (jako celek)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryDE
    Keywords Real options, , * Option pricing * Financial mathematics
    Permanent Linkhttp://hdl.handle.net/11104/0189761
     
Number of the records: 1  

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