Work

On the Use of Martingales in Monte Carlo approaches to multiperiod Parameter Uncertainty in Capital Investment Risk Analysis

Year: 1998

Type: article

Source: The Engineering Economist

DOI: 10.1080/00137919808903195

Author: W.J. Hurley

Institution: Royal Military College of Canada

Language: English

Topic: Capital Investment and Risk Analysis

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2068372385

FWCI: 1.398

Cites: 15

Cited by: 17

Related to: 10