Alternative Monte Carlo simulation models and the growth option with jumps

  1. Bonis, S.A.
  2. Palenzuela, V.A.
  3. De La Fuente Herrero, G.
Journal:
Investment Management and Financial Innovations

ISSN: 1812-9358 1810-4967

Year of publication: 2013

Volume: 10

Issue: 3

Pages: 19-29

Type: Article