๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An option pricing approach to evaluating petroleum projects

โœ Scribed by Steinar Ekern


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
883 KB
Volume
10
Category
Article
ISSN
0140-9883

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A simple approach to bond option pricing
โœ Wei, Jason Z. ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 335 KB ๐Ÿ‘ 2 views

In the last 15 years or so, tremendous efforts and progress have been made in valuing interest rate sensitive derivative securities. Broadly speaking, two different approaches have been used. Some authors have modeled interest rates in an equilibrium setting and derived bond prices and other interes

An application of finite elements to opt
โœ Michael J. Tomas III; Kishore K. Yalamanchili ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 166 KB

This study applied the finite element method (FEM) to pricing options. The FEM estimates the function that satisfies a governing differential equation through the assembly of piecewise continuous functions over the domain of the problem. Two common representations, a variational functional represent