A Numerical Quadrature Approach To Option Valuation In Water Markets
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DOI: 10.22004/ag.econ.21708
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References listed on IDEAS
- Robert C. Merton, 2005.
"Theory of rational option pricing,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288,
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"Applications of Option-Pricing Theory: Twenty-Five Years Later,"
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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Research Methods/ Statistical Methods;Statistics
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