INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY
From MaRDI portal
Publication:4450389
DOI10.1017/S0269964803172014zbMath1065.60062MaRDI QIDQ4450389
Publication date: 15 February 2004
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
APPLICATION OF MARKOV CHAIN MODELS FOR SHORT-TERM GENERATION ASSETS VALUATION, Entry and Exit Decision Problem with Implementation Delay, A decision-making tool for project investments based on real options: the case of wind power generation, Valuation of power plants by utility indifference and numerical computation, Balancing risk: generation expansion planning under climate mitigation scenarios, NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING