Pierre Rostan, Alexandra Rostan, François-Éric Racicot
{"title":"A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options","authors":"Pierre Rostan, Alexandra Rostan, François-Éric Racicot","doi":"10.1057/JDHF.2014.13","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"5 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Derivatives & Hedge Funds","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1057/JDHF.2014.13","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}