Assessing LSMC for the KT General Real Options Pricing Model: An Application of Least Squares Monte Carlo to the Kulatilaka Trigeorgis General Real Options Pricing Model

Kulatilaka

von Giuseppe Alesii

Taschenbuch

ISBN: 978-3-8383-9045-1

ISBN-10: 3-8383-9045-8

LAP LAMBERT Academic Publishing · 2010