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ArticleReal options pricing by the finite element method

Alejandro Andalaft Chacur2011

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Articlebronze2011

Real options pricing by the finite element method

Alejandro Andalaft Chacur · M. Montaz Ali · Jorge Andrés González Salazar

29 citations·0/0 files stored·Computers & Mathematics with Applications

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Capital Investment and Risk Analysis Advanced Numerical Methods in Computational Mathematics Stochastic processes and financial applications

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References

1973The Pricing of Options and Corporate Liabilities 1977Determinants of corporate borrowing 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1979Option pricing: A simplified approach 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 2001Valuing American Options by Simulation: A Simple Least-Squares Approach

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2012Superconvergence of the finite element solutions of the Black–Scholes equation 2017Numerical solution of generalized Black–Scholes model

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Year2011

Typearticle

Published2011-04-19

VenueComputers & Mathematics with Applications

ISSN-L0898-1221

Languageen

Citations29

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.1016/j.camwa.2011.03.070

openalex_workW2005456640

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