• Real Option Valuation: Dynamic Programming of Mean Reverting Binomial Lattice 

      Mosberg, Lars Buseth (Masteroppgave/UIS-TN-IØRP/2018;, Master thesis, 2018-08-01)
      The binomial real options valuation approach using the market asset disclaimer assumption with an emphasis on state-dependent cash flows is reviewed and implemented using geometric Brownian Motion as the stochastic process ...