VALUING ELECTRICITY ASSETS IN DEREGULATED MARKETS: A REAL OPTIONS MODEL WITH MEAN REVERSION AND JUMPS
Year of publication: |
1999
|
---|---|
Authors: | Ethier, Robert G. |
Institutions: | Charles H. Dyson School of Applied Economics and Management, Cornell University |
Subject: | real options | electricity deregulation | mean reversion | jump processes | asset valuation | Marketing |
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