The spark spread and clean spark spread option based valuation of a power plant with multiple turbines
R.S. Elias, M.I.M. Wahab, L. Fang
| Year of publication: |
September 2016
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|---|---|
| Authors: | Elias, R. S. ; Wahab, M. I. M. ; Fang, Liping |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 59.2016, p. 314-327
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| Subject: | Power plant valuation | Spark spread option | Clean spark spread option | Lattice approach | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | Kraftwerk | Power plant |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011699668