Work

A Carr-Madan Type Projection Method for Evaluating Multidimensional Real Options

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7373178

Authors: Christian Oliver Ewald, Tiancheng Pei, Yihan Zou

Institutions: University of Inland Norway, University of Glasgow, Umeå University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7204987261

Cites:

Cited by:

Related to: 10