Recombining trinomial tree for real option valuation with changing volatility

    Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceedings › Scientific › peer-review

    Original languageEnglish
    Title of host publication14th Annual International Conference on Real Options theory meets practice, Rome, Italy, June 16-19 2010.
    Publication statusPublished - 2010
    MoE publication typeA4 Conference publication

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