Real Options Valuation: A Monte Carlo Approach

By Andrea Gamba. 2003

71 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/51911113d5a69396f6c5494a9de338fa0df6711f

Citations in the corpus

• Valuing Real Capital Investments Using The Least-Squares Monte Carlo Method (2006, unknown): “The third attempt was carried out by Gamba (2003) in which he extended the LSM method to value a hypothetical copper mine differs from that presented in Brennan and Schwartz (1985) .”