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A novel approach to the valuation of American options

✍ Scribed by Walter Allegretto; Yanping Lin; Hongtao Yang

Book ID
117701140
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
151 KB
Volume
13
Category
Article
ISSN
1044-0283

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A fuzzy approach to real option valuatio
A fuzzy approach to real option valuation
✍ Christer Carlsson; Robert FullΓ©r πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 306 KB

To have a real option means to have the possibility for a certain period to either choose for or against making an investment decision, without binding oneself up front. The real option rule is that one should invest today only if the net present value is high enough to compensate for giving up the

The valuation of American options on bon
The valuation of American options on bonds
✍ T.S. Ho; Richard C. Stapleton; Marti G. Subrahmanyam πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 284 KB