A valuation formula is proved for some real option interaction and a Mathematica programme is presented to implement the model and to perform a sensitivity analysis.
R. Agliardi (2007). A mathematical analysis of real options interactions. - : WSEAS Press.
A mathematical analysis of real options interactions
AGLIARDI, ROSSELLA
2007
Abstract
A valuation formula is proved for some real option interaction and a Mathematica programme is presented to implement the model and to perform a sensitivity analysis.File in questo prodotto:
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