"Simulation methodology for collateralized debt and real options: a new ..."

Michele Amico et al. (2003)

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DOI: 10.1109/WSC.2003.1261443

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Michele Amico, Zbigniew J. Pasek, Farshid Asl, Giovanni Perrone:
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. WSC 2003: 351-359

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