Valuing real capital investments using the least-squares Monte Carlo method

Engineering Economist

Volumn 51, Issue 2, 2006, Pages 141-160

  Abdel Sabour, Sabry A ^a   Poulin, Richard ^b  

^a Assiut University   (Egypt)

^b UNIVERSITÉ LAVAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION MAKING; EMBEDDED SYSTEMS; INVESTMENTS; LEAST SQUARES APPROXIMATIONS; MONTE CARLO METHODS; NUMERICAL METHODS; RANDOM PROCESSES;

CAPITAL INVESTMENTS; LATTICE METHODS; LEAST-SQUARES MONTE CARLO (LSM) METHOD; MULTI-FACTOR AMERICAN OPTIONS;

INDUSTRIAL ECONOMICS;

EID: 33744962817     PISSN: 0013791X     EISSN: 15472701     Source Type: Journal    
DOI: 10.1080/00137910600705210     Document Type: Article

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