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Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method.

Nan LiSong WangKai Zhang
Published in: Appl. Math. Comput. (2022)
Keyphrases
  • finite difference method
  • partial differential equations
  • real option
  • numerical methods
  • investment decisions
  • heat equation
  • multiscale
  • pairwise
  • level set
  • anisotropic diffusion
  • stock price