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Long-term risk management of nuclear waste: a real options approach
Louberge, Henri; Villeneuve, Stephane; Chesney, Marc - In: Journal of Economic Dynamics and Control 27 (2002) 1, pp. 157-180
Persistent link: https://www.econbiz.de/10005199937
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Long-term risk management of nuclear waste : a real options approach
CHESNEY, Marc; LOUBERGE, Henri; VILLENEUVE, Stéphane - HEC Paris (École des Hautes Études Commerciales) - 2001
In this paper, we investigate the optimal timing for deep geological disposal of nuclear waste. Our model is based on the real options approach to investment under uncertainty. In this context, the problem is similar to the optimal exercise policy for a perpetual American spread option. The...
Persistent link: https://www.econbiz.de/10005011563
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1994
Persistent link: https://www.econbiz.de/10000883101
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The investment policy and the pricing of equity in a levered firm : a reexamination of the contingent claims' valuation approach
Chesney, Marc; Gibson, Rajna - 1994 - Current rev. Dec. 1993
Persistent link: https://www.econbiz.de/10000890490
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State space symmetry and two factor option pricing models
Chesney, Marc; Gibson, Rajna - 1994 - 2. rev. Oct. 1993
Persistent link: https://www.econbiz.de/10000890491
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Analytical solutions to the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - 1991 - Rev. version
Persistent link: https://www.econbiz.de/10000817550
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Stock options and managers' incentives to cheat
Chesney, Marc; Gibson, Rajna - In: Review of derivatives research 11 (2008) 1/2, pp. 41-59
Persistent link: https://www.econbiz.de/10003829532
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State space symmetry and two-factor option pricing models
Chesney, Marc - In: Advances in futures and options research : a research annual 8 (1995), pp. 85-112
Persistent link: https://www.econbiz.de/10001211306
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Reducing asset substitution with warrant and convertible debt issues
Chesney, Marc; Gibson, Rajna - In: The journal of derivatives : the official publication … 9 (2001) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10001618908
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Analyzing firms' strategic investment decisions in a real options' framework
Botteron, Pascal; Chesney, Marc; Gibson, Rajna - In: Journal of international financial markets, … 13 (2003) 5, pp. 451-479
Persistent link: https://www.econbiz.de/10001815398