Via Vetoio
Coppito 1
Coppito di L'Aquila AQ, AQ 67010
Italy
University of L'Aquila - Department of Information Engineering, Computer Science
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Real Options, Value at Risk, VaR, Cash Flow at Risk, CFaR, C-FaR, Monte Carlo, Markov Chain, Cost Volume Profit equation, mapping equation, Corporatemetrics, NERA, Risk Capital Management Partners, shipping finance, VLCC, Panamax, dry bulk carrier, time charter, GMM, MLE, OLS. Option to wait
Real options, Switching option, Abandonment option, Mothballing option, Bellman Dynamic Programming, hysteresis, Ornstein Uhlenbeck, GAUSS codes
Real Options, Internal Rate of Return, IRR, Payback Period, PBP, Net Present Value, NPV
Real options, switching option, hydrocarbons, Bellman Dynamic Programming, Ornstein Uhlenbeck, GMM, MLE, GAUSS codes
Least Squares Monte Carlo, LSMC, Real Options, multi dimensional binomial lattices, moment matching, GBM, Geometric Ornstein Uhlenbeck, Two Factor Model, Three Factor Model, stochastic interest rates
multivariate binomial lattice, multivariate trinomial lattice, parallel computing, HPC, multicore CPU, multithreaded programming, pthreads, OpenMP