Hedges and Trees: Incorporating Fire Risk into Optimal Decisions in Forestry Using a No-Arbitrage Approach
Year of publication: |
2007
|
---|---|
Authors: | Insley, Margaret ; Lei, Manle |
Published in: |
Journal of Agricultural and Resource Economics. - Western Agricultural Economics Association - WAEA. - Vol. 32.2007, 03
|
Publisher: |
Western Agricultural Economics Association - WAEA |
Subject: | fire risk | forest value | hedging | jumps | no-arbitrage | optimal harvesting | Poisson process | real options | Resource /Energy Economics and Policy |
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