A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options
Crossref DOI link: https://doi.org/10.1057/jdhf.2014.13
Published Online: 2014-06-19
Published Print: 2014-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rostan, Pierre
Rostan, Alexandra
Racicot, François-Éric
Text and Data Mining valid from 2014-05-01