Using option pricing theory to value fuel flexibility

被引:0
|
作者
Schaal, AM [1 ]
机构
[1] PENN STATE UNIV,DEPT MINERAL ECON,UNIVERSITY PK,PA 16802
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:127 / 138
页数:12
相关论文
共 50 条
  • [1] ON THE THEORY OF OPTION PRICING
    BENSOUSSAN, A
    [J]. ACTA APPLICANDAE MATHEMATICAE, 1984, 2 (02) : 139 - 158
  • [2] OPTION PRICING AND THE ARBITRAGE PRICING THEORY
    CHANG, JSK
    SHANKER, L
    [J]. JOURNAL OF FINANCIAL RESEARCH, 1987, 10 (01) : 1 - 16
  • [3] OPTION VALUE AND TELECOMMUNICATIONS PRICING
    WEISMAN, DL
    [J]. TELECOMMUNICATION JOURNAL, 1990, 57 (12): : 840 - 845
  • [4] Optimizing of Loss Distribution Fitting and Pricing for Critical Illness Insurance in China: Using Extreme Value Theory & Option Pricing Model
    Zhang Ying
    Liu Jin
    [J]. PROCEEDINGS OF THE 2015 CHINA INTERNATIONAL CONFERENCE ON INSURANCE AND RISK MANAGEMENT, 2015, : 495 - 518
  • [5] THEORY OF RATIONAL OPTION PRICING
    MERTON, RC
    [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183
  • [6] Option Pricing with Stochastic Volatility Using Fuzzy Sets Theory
    Li, Hua
    Swishchuk, Anatoliy
    Ware, Anthony
    [J]. PROCEEDINGS OF CHINA-CANADA INDUSTRY WORKSHOP ON ENTERPRISE RISK MANAGEMENT 2008, 2008, : 413 - 418
  • [7] Application of chaos theory to option pricing
    Luo, Lan
    Li, Shi-qun
    [J]. PROCEEDINGS OF INTERNATIONAL SYMPOSIUM ON STATISTICS AND MANAGEMENT SCIENCE 2010, 2010, : 205 - 208
  • [8] Nonexpansive maps and option pricing theory
    Kolokoltsov, VN
    [J]. KYBERNETIKA, 1998, 34 (06) : 713 - 724
  • [9] Valuating Privacy with Option Pricing Theory
    Berthold, Stefan
    Boehme, Rainer
    [J]. ECONOMICS OF INFORMATION SECURITY AND PRIVACY, 2010, : 187 - +
  • [10] Contingency estimating using option pricing theory: closing the gap between theory and practice
    Espinoza, R. David
    [J]. CONSTRUCTION MANAGEMENT AND ECONOMICS, 2011, 29 (09) : 913 - 927