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Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation

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Authors: Barry R. Cobb The University of Kansas, Lawrence, KS
John M. Charnes The University of Kansas, Lawrence, KS
Published in:
· Proceeding
WSC '03 Proceedings of the 35th conference on Winter simulation: driving innovation
Winter Simulation Conference ©2003
table of contents ISBN:0-7803-8132-7
Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation 2003 Article
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