A methodology using option pricing to determine a suitable discount rate in environmental management

DOI10.1016/j.ejor.2006.08.014zbMath1142.91536OpenAlexW1985417506MaRDI QIDQ2464251

A. Ruttiens, Alain Chevalier, Pierre L. Kunsch

Publication date: 10 December 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.08.014

zbMATH Keywords

discount rateenvironmentfinanceput options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Robust net present value ⋮ Real options in operations research: a review

Cites Work

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