Real Option Valuation for Reserve Capacity
Year of publication: |
2016
|
---|---|
Authors: | Moriarty, John |
Other Persons: | Palczewski, Jan (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Kapazitätsplanung | Capacity planning |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2508258 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asset pricing in incomplete markets : valuing gas storage capacity
Zhao, Lin, (2015)
-
Mix, cost, and time flexibility : valuation, relationships and corporate diversification
Chod, Jiri, (2009)
-
Flexible capacity investments and product mix : optimal decisions and value of postponement options
Kouvelis, Panos, (2014)
- More ...
-
Imbalance market real options and the valuation of storage in future energy systems
Moriarty, John, (2019)
-
Bayesian Calibration and Number of Jump Components in Electricity Spot Price Models
Gonzalez, Jhonny, (2017)
-
Imbalance market real options and the valuation of storage in future energy systems
Moriarty, John, (2019)
- More ...