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Simulation methodology for collateralized debt and real options: a new methodology to evaluate the real options of investment using binomial trees and monte carlo simulation.

Michele AmicoZbigniew J. PasekFarshid AslGiovanni Perrone
Published in: WSC (2003)
Keyphrases
  • real option
  • monte carlo simulation
  • pricing model
  • decision makers
  • cash flow
  • life cycle
  • decision making
  • option pricing
  • power plant
  • monte carlo
  • stochastic process
  • markov chain
  • optimal solution
  • dynamic programming