Long-term risk management of nuclear waste: A real options approach
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Publication:1614796
DOI10.1016/S0165-1889(01)00058-6zbMath1009.91040OpenAlexW1966055280MaRDI QIDQ1614796
Henri Loubergé, Marc Chesney, Stéphane Villeneuve
Publication date: 9 September 2002
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00058-6
Derivative securities (option pricing, hedging, etc.) (91G20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Corporate finance (dividends, real options, etc.) (91G50)
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Cites Work
- Why the far-distant future should be discounted at its lowest possible rate
- Economics of radiation protection: Equity considerations
- Optimal time to invest when the price processes are geometric Brownian motions
- Exercise regions of American options on several assets
- MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
- The Valuation of American Options on Multiple Assets
- Risk Aversion in the Small and in the Large
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