Work

The Valuation of Real Options with the Least Squares Monte Carlo Simulation Method

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.887953

Authors: Artur Rodrigues, Manuel José Rocha Armada

Institution: University of Minho

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1604094010

Cites: 45

Cited by: 29

Related to: 10