Pages that link to "Item:Q2384621"
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The following pages link to Discrete time modeling of mean-reverting stochastic processes for real option valuation (Q2384621):
Displaying 12 items.
- Risk induced resource dependency in capacity investments (Q322587) (← links)
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- Switching from oil to gas production in a depleting field (Q724165) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Valuation of power plants (Q1754195) (← links)
- Real options in operations research: a review (Q1754719) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- To expand and to abandon: real options under asset variance risk premium (Q2116895) (← links)
- A real options approach for joint overhaul and replacement strategies with mean reverting prices (Q2178352) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
