Pricing of Real Options based on exponential mean reverting processes

By Petr Veverka

This book deals with deriving pricing rules for Real Options which are based on exponential mean-reverting asset. In particular, we are interested in modelling the possibility of selling a poorly... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3843365717
• ISBN13: 9783843365710
• Release Date: October 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 80 Pages
• Weight: 0.28 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"