Analytical Solution of the Schwartz - Moon Growth Option Model Revisited

Analytical Solution of the Schwartz - Moon Growth Option Model Revisited

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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.
 
Published at International Journal of Mathematical Analysis
Volume 9
Issue 21
Pages 1021 - 1029
Published in 2015
 
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E. A. Owoloko, N. A. Omoregbe, A. A. Azeta and S. O. Edeki
OWOLOKO Alfred Enahoro » Owoloko Enahoro Alfred, holds a Diploma in Mathematics Education, B.Sc., M.Sc. (Industrial Mathematics) and Master of Business Admistration (M.B.A) all from the University of Benin, Benin City and Ph.D Industrial Mathematics from Covenant University, Ota, Nigeria. His Ph.D thesis was supervised by Prof. G.O.S. Ekhaguere of the University of Ibadan. His research interest include among others ... view full profile
OWOLOKO Alfred Enahoro
 
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