Volatility and ambiquity in simulation-based volatility estimation

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

    Original languageEnglish
    Title of host publication12th Annual Internation Conference Real Options - Theory Meets Practice, Rio de Janeiro, Brazil, 9-12.7.2008
    Publication statusPublished - 2008
    MoE publication typeA4 Conference publication

    Keywords

    • ambiquity
    • real options
    • simulation
    • volatility

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