Real Options Valuation with Stochastic Interest Rate and Stochastic Volatility
Ramdhan F. Suwarman
Suryakancana University
ramdhan[at]unsur.ac.id
Abstract
Keywords: Real Options, Stochastic Interest Rate, Stochastic Volatility, Monte Carlo Simulations
Topic: Applied Mathematics
Link: https://ifory.id/abstract/HexbMh4qjXwT
Conference: International Seminar on Applied Mathematics and Mathematics Education (ISAMME 2019)
Plain Format | Corresponding Author (Ramdhan Fazrianto Suwarman)
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