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    • Quadrinomial trees with stochastic volatility to value real options 

      Marín-Sánchez, Freddy H.; Pareja-Vasseur, Julián A.; Manzur, Diego ( Universidad ESAN. ESAN Ediciones, 2021-12-19 )
      Purpose. The purpose of this article is to propose a detailed methodology to estimate, model and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real option, using a quadrinomial ...
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