Funding, repo and credit inclusive valuation as modified option pricing.

Damiano Brigo Cristin Buescu Marek Rutkowski

Published in: Oper. Res. Lett. (2017)

Keyphrases

option pricing
real option
black scholes
decision analysis
stock price
decision makers
life cycle
decision making
risk analysis
capital budgeting
black scholes model
credit card
multi criteria
np hard
fuzzy logic
multi attribute