Blar i UiS Brage på forfatter "Mosberg, Lars Buseth"
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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 ...