A novel stochastic modeling framework for coal production and logistics through options pricing analysis
Year of publication: |
2023
|
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Authors: | Alfeus, Mesias ; Collins, James |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 9.2023, 1, Art.-No. 54, p. 1-19
|
Subject: | Closed-form solution | Coal | Fast Fourier transform method | Monte-Carlo | Real option analysis | Stochastic volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Kohle | Black-Scholes-Modell | Black-Scholes model | Realoptionsansatz | Real options analysis | Kohlenbergbau | Coal mining |
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