Estimating Changing Volatility in Cash Flow Simulation-Based Real Option Valuation with the Regression Sum of Squares Error Method

Tero Haahtela

Estimating Changing Volatility in Cash Flow Simulation-Based Real Option Valuation with the Regression Sum of Squares Error Method

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	33-52
Journal	Journal of Real Options
Volume	1
Issue number	1
Publication status	Published - 2011
MoE publication type	A1 Journal article-refereed

Keywords

real options, cash flow simulation, volatility estimation

Cite this

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title = "Estimating Changing Volatility in Cash Flow Simulation-Based Real Option Valuation with the Regression Sum of Squares Error Method",

keywords = "real options, cash flow simulation, volatility estimation, real options, cash flow simulation, volatility estimation, real options, cash flow simulation, volatility estimation",

author = "Tero Haahtela",

year = "2011",

language = "English",

volume = "1",

pages = "33--52",

journal = "Journal of Real Options",

issn = "1799-2737",

publisher = "Institute for Advanced Management Systems Research",

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AU - Haahtela, Tero

PY - 2011

Y1 - 2011

KW - real options, cash flow simulation, volatility estimation

UR - http://www.rojournal.com/

M3 - Article

SN - 1799-2737

VL - 1

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EP - 52

JO - Journal of Real Options

JF - Journal of Real Options

IS - 1

ER -

Estimating Changing Volatility in Cash Flow Simulation-Based Real Option Valuation with the Regression Sum of Squares Error Method

Keywords

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