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.
A mathematical analysis of real options interactions / R. Agliardi. - STAMPA. - (2007), pp. 171-176.
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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