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

Veverka Petr



Název
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
Autor
lupa Veverka Petr UTIA-B - Ústav teorie informace a automatizace AV ČR, v. v. i.
Vyd.údaje
Saarbrücken : lupa LAP LAMBERT Academic Publishing , 2010. - 80 s.
ISBN
978-3-8433-6571-0
Druh dok.
B
Jazyk dok.
eng
Země vyd.
DE
Klíč.slova
Real options, , * Option pricing * Financial mathematics
Databáze
zb - Monografie kniha jako celek
Trvalý link
http://hdl.handle.net/11104/0189761