Owoloko, E. A.
(2012)
*Analytical Solution of the Extended Schwartz and Moon (2000, 2001) Growth Option Model.*
International Journal of Science and Advanced Technology, 2 (5).
pp. 146-156.
ISSN 2221-8386

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## Abstract

In the Schwartz and Moon growth option model and other extended versions of the model, the procedure of the valuation process is to use the discrete version of the continuous-time model and then use the Monte Carlo simulation for the valuation. We are of the opinion that if the equation for valuing the company is well posed and necessary adjustments made, our derived equation could be solved by a stochastic partial differential equation.

Item Type: | Article |
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Uncontrolled Keywords: | Ito Lemma, Stochastic Equation, Stochastic Partial Differential Equation, Monte Carlo. |

Subjects: | Q Science > QA Mathematics |

Divisions: | Faculty of Engineering, Science and Mathematics > School of Mathematics |

Depositing User: | Mr Solomon Bayoko |

Date Deposited: | 04 Nov 2014 13:26 |

Last Modified: | 04 Nov 2014 13:26 |

URI: | http://eprints.covenantuniversity.edu.ng/id/eprint/2900 |

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