The valuation of multidimensional American real options...

Computers & Operations Research 2008 Vol. 35; Iss. 1

The valuation of multidimensional American real options using the LSM simulation method

Gonzalo Cortazar, Miguel Gravet, Jorge Urzua
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Volume:
35
Year:
2008
Language:
english
Pages:
17
DOI:
10.1016/j.cor.2006.02.016
File:
PDF, 334 KB
english, 2008
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