Owoloko, E. A. and Omoregbe, N. A. and Azeta, A. A. and Edeki, S.O. (2015) Analytical Solution of the Schwartz - Moon Growth Option Model Revisited. International Journal of Mathematical Analysis, 9 (21). pp. 1021-1029.
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Official URL: http://dx.doi.org/10.12988/ijma.2015.5232
Abstract
In this work we revisited an earlier work, analytical solution of extended Schwartz and Moon growth option model, a model used for valuing a company, a particular case of a bank, the solution to the model proposed in the earlier work was represented and solved. The analytical problem presented in the earlier work was partitioned; an algorithm presented and solved using Monte Carlo simulation.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Stochastic Differential Equation, Ito lemma, Simulation, bank value |
| Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Faculty of Engineering, Science and Mathematics > School of Mathematics |
| Depositing User: | Mrs Patricia Nwokealisi |
| Date Deposited: | 28 Sep 2015 10:34 |
| Last Modified: | 28 Sep 2015 10:34 |
| URI: | http://eprints.covenantuniversity.edu.ng/id/eprint/5511 |
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