Work

Option Pricing in the Real World: A Generalized Binomial Model with Applications to Real Options

Year: 2000

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.240554

Authors: Tom Arnold, Timothy Falcon Crack

Institutions: University of Richmond, University of Otago

Language: English

Topic: Capital Investment and Risk Analysis

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2108367307

Cites: 28

Cited by: 29

Related to: 10