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May
18
revised Transformation of Volatility - BS
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revised Better understanding of the Datar Mathews Method - Real Option Pricing
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May
13
comment Better understanding of the Datar Mathews Method - Real Option Pricing
The $\mu$ is a different discount factor, set to the WACC. I still have some problems with the integral transformation from dSt to ds with the use of N(). Could you elaborate a bit, or provide a reference for reading? Cheers
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May
11
revised Better understanding of the Datar Mathews Method - Real Option Pricing
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asked Better understanding of the Datar Mathews Method - Real Option Pricing