Blar i NHH Brage på forfatter "Berggren, Lasse"
-
Modeling the steel price for valuation of real options and scenario simulation
Berggren, Lasse (Master thesis, 2015)Steel is widely used in construction. I tried to model the steel price such that valuations and scenario simulations could be done. To achieve a high level of precision this is done with a continuous-time continuous-state ...