Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice

By Marcus Schulmerich. 2005

52 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a83e35be14e56e16b8f9353ffc317bace9e28e48

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1. Yuanyuan Zhang
2. Saralees Nadarajah
3. Gauss Moutinho Cordeiro
4. Edwin M. M. Ortega
5. Morad Alizadeh
6. W. Barreto‐Souza
7. Ahmed Z. Afify
8. Hamid Bidram

Citations in the corpus

• A review of backtesting for value at risk (2018, methodology): “For general references on backtesting, we refer the readers to the excellent books Schulmerich (2010), Matras (2011), Franke et al. (2012), Fitschen (2013), Gorgulho et al. (2013), Bera et al. (2015), Lichters et al. (2015) and McNeil et al. (2015).”