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Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
Thompson, Matt; Davison, Matt; Rasmussen, Henning - In: Operations research : the journal of the Operations … 52 (2004) 4, pp. 546-562
Persistent link: https://www.econbiz.de/10006417613
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A bias-reduction technique for Monte Carlo pricing of early-exercise options
Whitehead, Tyson; Mark Reesor, R; Davison, Matt - In: The journal of computational finance 15 (2012) 3, pp. 33-71
Persistent link: https://www.econbiz.de/10009968210
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Fair Value and Risk Profile for Presale Contracts of Condominiums
Choi, Jin; Rasmussen, Henning; Davison, Matt - In: The journal of real estate finance and economics 44 (2012) 4, pp. 472-505
Persistent link: https://www.econbiz.de/10009978451
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Natural gas storage valuation and optimization: A real options application
Thompson, Matt; Davison, Matt; Rasmussen, Henning - In: Naval research logistics : an international journal 56 (2009) 3, pp. 226-238
Persistent link: https://www.econbiz.de/10008232845