Comparison of least squares Monte Carlo methods with applications to energy real options
نویسندگان
چکیده
منابع مشابه
Assessing Least Squares Monte Carlo for the Kulatilaka Trigeorgis General Real Options Pricing Model
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2017
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2016.06.020