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