Back to Results
First PageMeta Content
Finance / Investment / Volatility / Implied volatility / Black–Scholes / Real options valuation / Stochastic volatility / VIX / Mathematical finance / Financial economics / Options


Real Options Volatility Estimation with Correlated Inputs Barry R. Cobb*
Add to Reading List

Document Date: 2011-05-17 16:53:12


Open Document

File Size: 253,53 KB

Share Result on Facebook

City

Lawrence / /

Company

X5 / /

Country

United States / /

/

Facility

Summerfield Hall / Correlated Inputs Barry R. Cobb* The University of Kansas School / John M. Charnes The University of Kansas School / John M. Charnes University of Kansas School / /

Organization

University of Kansas School of Business / /

Person

Barry R. Cobb / John M. Charnes / /

/

Position

model for pricing financial options / The Engineering Economist / /

ProvinceOrState

Kansas / Copeland / /

Technology

simulation / /

URL

www.decisioneering.com / /

SocialTag