A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options

@article{pierre2014,
  title        = {{A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options}},
  author       = {Pierre Rostan et al.},
  journal      = {Journal of Derivatives and Hedge Funds},
  year         = {2014},
  doi          = {https://doi.org/https://doi.org/10.1057/jdhf.2014.13},
}

TY  - JOUR
TI  - A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options
AU  - al., Pierre Rostan et
JO  - Journal of Derivatives and Hedge Funds
PY  - 2014
ER  -

Pierre Rostan et al. (2014). A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options. *Journal of Derivatives and Hedge Funds*. https://doi.org/https://doi.org/10.1057/jdhf.2014.13

Pierre Rostan et al.. "A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options." *Journal of Derivatives and Hedge Funds* (2014). https://doi.org/https://doi.org/10.1057/jdhf.2014.13.

A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options
Pierre Rostan et al. · Journal of Derivatives and Hedge Funds · 2014
https://doi.org/https://doi.org/10.1057/jdhf.2014.13