Valuation of natural resource investments with stochastic convenience yields and interest rates
Year of publication: |
2000
|
---|---|
Authors: | Miltersen, Kristian R. |
Published in: |
Project flexibility, agency, and competition : new developments in the theory and application of real options. - New York, NY [u.a.] : Oxford Univ. Press, ISBN 0-19-511269-5. - 2000, p. 183-204
|
Subject: | Ressourcenökonomik | Resource economics | Optionspreistheorie | Option pricing theory |
-
Miltersen, Kristian R., (1997)
-
Samanez, Carlos P., (1993)
-
An arbitrage-free approach to quasi-option value
Coggins, Jay S., (1998)
- More ...
-
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Miltersen, Kristian R., (1996)
-
R&D Investments with Competitive Interactions
Miltersen, Kristian R., (2004)
-
An empirical study of the term structure of interest rates
Miltersen, Kristian R., (1993)
- More ...