Real Options Valuation : The Importance of Stochastic Process Choice in Commodity Price Modelling

by Max Schöne

Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump Diffusion, and Lévy Processes -- Real Options Valuation Using Monte Carlo Simulation and the Longstaff-Schwartz Method.

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Year of publication:	2015
Authors:	Schöne, Max
Publisher:	Wiesbaden : Springer Fachmedien Wiesbaden
Subject:	Stochastischer Prozess \| Stochastic process \| Realoptionsansatz \| Real options analysis \| Optionspreistheorie \| Option pricing theory \| Rohstoffpreis \| Commodity price
Description of contents:	Description [swbplus.bsz-bw.de]

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Extent:	Online-Ressource (XIV, 104 p. 15 illus, online resource)
Series:	BestMasters SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references Empirical Analysis of Statistical Commodity Price PropertiesStochastic Volatility, Jump Diffusion, and Lévy Processes -- Real Options Valuation Using Monte Carlo Simulation and the Longstaff-Schwartz Method.
ISBN:	978-3-658-07493-7 ; 978-3-658-07492-0
Other identifiers:	10.1007/978-3-658-07493-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012819114