VroniPlag Wiki


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Verschleierung
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SleepyHollow02
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Untersuchte Arbeit:
Seite: 82, Zeilen: 16-20
Quelle: Trigeorgis 1993
Seite(n): 207, Zeilen: left col., 25 ff.
In the more complex real-life option situations, such as those involving multiple interacting real options, analytic solutions may not exist and one may not even be always able to write down the set of partial differential equations describing the underlying stochastic processes. However, the ability to value such complex option situations has been enhanced by computing technology. In the more complex real-life option situations, such as those involving multiple interacting real options, analytic solutions may not exist and one may not even be always able to write down the set of partial differential equations describing the underlying stochastic processes. The ability to value such complex option situations has been enhanced, however, with various numerical analysis techniques, many of which take advantage of risk-neutral valuation.
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(SleepyHollow02) Schumann