Browsing by Subject "Quadrinomial numerical method"
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Quadrinomial trees with stochastic volatility to value real options
(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 ...acceso abierto