Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition (Q4555179): Difference between revisions

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Latest revision as of 09:58, 17 July 2024

scientific article; zbMATH DE number 6981288
Language Label Description Also known as
English
Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition
scientific article; zbMATH DE number 6981288

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    Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition (English)
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    19 November 2018
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    real option valuation
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    option pricing
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    least squares Monte Carlo
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    incomplete market
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    model ambiguity
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    strategic decision-making
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    energy market
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