Dynamic hedging for the real option management of hydropower production with exchange rate risks
Joakim Dimoski, Stein-Erik Fleten, Nils Löhndor, Sveinung Nersten
| Year of publication: |
2023
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|---|---|
| Authors: | Dimoski, Joakim ; Fleten, Stein-Erik ; Löhndorf, Nils ; Nersten, Sveinung |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 1436-6304, ZDB-ID 1467029-X. - Vol. 45.2023, 2, p. 525-554
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| Subject: | Risk management | Mathematical optimization | Hydropower | Realoptions | Dynamic programming | Hedging | Wasserkraft | Risikomanagement | Währungsrisiko | Exchange rate risk | Realoptionsansatz | Real options analysis | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Währungsmanagement | Foreign exchange management | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00291-023-00709-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014326903