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Duopolistic competition and capacity choice with jump-diffusion process
Chen, Danmei - In: Journal of mathematical finance 5 (2015) 2, pp. 192-201
Persistent link: https://www.econbiz.de/10011398997
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Step-by-step development of a model simulating returns on farm from investments : the example of hazelnut plantation in Italy
Spiegel, Alisa; Severini, Simone; Britz, Wolfgang; … - In: Bio-based and applied economics 9 (2020) 1, pp. 53-83
stepwise develops a model extending a simple net present value calculation to a farm-scale simulation model based on …
Persistent link: https://www.econbiz.de/10012427377
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Asset pricing in incomplete markets : valuing gas storage capacity
Zhao, Lin; Wijnbergen, Sweder van - 2015
common belief, the auction prices for gas storage are mostly affected by the volatility of current market prices rather than … with the volatility of the spot market. This is an intuitive result because storage capacity can serve as an effective …
Persistent link: https://www.econbiz.de/10011333083
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Computational finance
Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use …
Persistent link: https://www.econbiz.de/10012309311
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Stochastic valuation of energy investments : important aspects for simulation and real option valuation
Weber, Florian - 2012
Persistent link: https://www.econbiz.de/10009783882
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Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades; Costa, Letícia de Almeida; … - In: Energy economics 45 (2014), pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
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Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando; Olsina, Fernando; Garcés, Francisco - In: Energy economics 47 (2015), pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
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Superiority of Monte Carlo simulation in valuing real options within public-private partnerships
Berk, Ales S.; Podhraski, Dejan - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011859007
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Integrating Real Options Analysis with long-term electricity market models
Rios, Daniel; Blanco, Gerardo; Olsina, Fernando - In: Energy economics 80 (2019), pp. 188-205
Persistent link: https://www.econbiz.de/10012172352