Real options valuation : the importance of stochastic process choice in commodity price modelling
Max Schöne
| Year of publication: |
2015 ; Aufl. 2015
|
|---|---|
| Authors: | Schöne, Max |
| Publisher: |
Wiesbaden : Springer Gabler |
| Subject: | Jump Diffusion | Realoptionsansatz | Real options analysis | Investitionsrechnung | Investment appraisal techniques | Rohstoffpreis | Commodity price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Levy-Prozess | Levy process | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Schätzung | Estimation | Welt | World | 1993-2012 | Longstaff-Schwartz Method |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | XIV, 104 S. graph. Darst. 210 mm x 148 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Vallendar, WHU - Otto Beisheim School of Management, Masterthesis, 2014 |
| Notes: | 201411 |
| ISBN: | 3-658-07492-2 ; 978-3-658-07492-0 ; 978-3-658-07493-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010419770