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
来源：
1996 PROCEEDINGS OF THE MINERAL ECONOMICS AND MANAGEMENT SOCIETY (MEMS) | 1996年
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
  • [21] OPTION PRICING THEORY AND APPLICATIONS - BRENNER,M
    ALLEN, DE
    [J]. MANAGERIAL AND DECISION ECONOMICS, 1985, 6 (03) : 195 - 195
  • [22] Time diversification and option pricing theory: Another perspective - Option pricing theory cannot contribute to the investor horizon problem.
    Oldenkamp, B
    Vorst, TCF
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 1997, 23 (04): : 56 - &
  • [23] Rational shopping behavior and the option value of variable pricing
    Ho, TH
    Tang, CS
    Bell, DR
    [J]. MANAGEMENT SCIENCE, 1998, 44 (12) : S145 - S160
  • [24] Rational shopping behavior and the option value of variable pricing
    Ho, Teck-Hua
    Tang, Christopher S.
    Bell, David R.
    [J]. Management Science, 1998, 44 (12 pt 2):
  • [25] Option Pricing using Quantum Computers
    Stamatopoulos, Nikitas
    Egger, Daniel J.
    Sun, Yue
    Zoufal, Christa
    Iten, Raban
    Shen, Ning
    Woerner, Stefan
    [J]. QUANTUM, 2020, 4
  • [26] Multivariate option pricing using copulae
    Bernard, Carole
    Czado, Claudia
    [J]. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2013, 29 (05) : 509 - 526
  • [27] Option pricing using Machine Learning
    Ivascu, Codrut-Florin
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2021, 163
  • [28] Option pricing using numerical methods
    Benedek, G
    [J]. MODELLING AND SIMULATION 2002, 2002, : 287 - 290
  • [29] Pricing of Adverse Development Covers Using Option Pricing Methods
    Dal Moro, Eric
    [J]. JOURNAL OF DERIVATIVES, 2021, 29 (02): : 61 - 76
  • [30] Application of Option Pricing Theory in Water Conservancy Finance
    Lu, Xiaoli
    He, Guang
    [J]. JOURNAL OF COASTAL RESEARCH, 2020, : 633 - 636
12345