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Fuzzy Real Options for Risky Project Evaluation Using Least Squares Monte-Carlo Simulation
IEEE Systems Journal
◽
10.1109/jsyst.2011.2158687
◽
2011
◽
Vol 5
(3)
◽
pp. 385-395
◽
Cited By ~ 10
Author(s):
Qian Wang
◽
D. Marc Kilgour
◽
Keith W. Hipel
Keyword(s):
Monte Carlo Simulation
◽
Monte Carlo
◽
Real Options
◽
Least Squares
◽
Project Evaluation
◽
Least Squares Monte Carlo
Download Full-text
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Harvest Cost and Citrus Mechanization: Real Options Approach with Least Squares Monte Carlo Simulation
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Dynamic Portfolio Optimisation with Intermediate Costs: A Least-Squares Monte Carlo Simulation Approach
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◽
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Assessing Least Squares Monte Carlo for the Kulatilaka Trigeorgis General Real Options Pricing Model
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A Robustness Analysis of Least-Squares Monte Carlo for R&D Real Options Valuation
Mathematical and Statistical Methods for Actuarial Sciences and Finance
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2014
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Marta Biancardi
◽
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Enhanced Economic Modeling by Correlated Stochastic Models of E&P Costs and Hydrocarbon Prices: The Limitations of Fixed Price Decks and the Versatility of Least-Squares Monte Carlo Simulation
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Probabilistic Decision Analysis Using Least Squares Monte Carlo Simulation
10.29118/ipa.0.12.bc.105
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Comparison of Least Squares Monte Carlo Methods with Applications to Energy Real Options
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