A real option perspective on valuing gas fields
Lin Zhao; Sweder van Wijnbergen
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhao, Lin ; Wijnbergen, Sweder van |
| Publisher: |
Rotterdam |
| Subject: | Real options | Unhedgeable risks | Volatility clustering | Valuing American Options | Gas field valuation | Pricing flexibility | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Erdgasvorkommen | Natural gas resources |
freely available
| Extent: | Online-Ressource (52 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,126 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87336 [Handle] |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G31 - Capital Budgeting; Investment Policy ; G32 - Financing Policy; Capital and Ownership Structure ; Q4 - Energy |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010191285