Effect of risk preference on the valuation of time charter contracts with extension options
Year of publication: |
2019
|
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Authors: | Pires, Floriano |
Published in: |
Maritime policy & management. - London : Taylor & Francis, ISSN 1464-5254, ZDB-ID 2021932-5. - Vol. 46.2019, 7, p. 831-844
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Subject: | iterative nested simulation | real options | risk preference | shipping incomplete markets | Time charter contract valuation | Risikopräferenz | Risk attitude | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Simulation | CAPM | Unvollkommener Markt | Incomplete market | Risiko | Risk | Derivat | Derivative |
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