Assessing LSMC for the KT General Real Options Pricing Model

By Giuseppe Alesii

We assess the applicability of (Longstaff and Schwartz, 2001) Least Squares Monte Carlo method to the General Real Options Pricing Model of (Kulatilaka and Trigeorgis, 1994). We study LSMC under six... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838390458
• ISBN13: 9783838390451
• Release Date: August 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 96 Pages
• Weight: 0.33 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"