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
  • [31] The application of option pricing theory to the evaluation of mining investment
    张能福
    蔡嗣经
    刘朝马
    唐瑞
    [J]. International Journal of Coal Science & Technology, 2003, (02) : 118 - 123
  • [32] AN OPTION PRICING THEORY EXPLANATION OF THE INCREASE IN THE DIVORCE RATE
    MUHTASEB, MR
    [J]. APPLIED ECONOMICS LETTERS, 1995, 2 (06): : 174 - 176
  • [33] A THEORY AND EMPIRICAL-TEST OF LAND OPTION PRICING
    SHILLING, JD
    SIRMANS, CF
    TURNBULL, GK
    BENJAMIN, JD
    [J]. JOURNAL OF URBAN ECONOMICS, 1990, 28 (02) : 178 - 186
  • [34] Pilot-wave theory and financial option pricing
    Haven, E
    [J]. INTERNATIONAL JOURNAL OF THEORETICAL PHYSICS, 2005, 44 (11) : 1957 - 1962
  • [35] Comments on 'A theory of non-Gaussian option pricing'
    Adams, Gil
    Yuan, Yuhua
    Kelly, Michael
    [J]. QUANTITATIVE FINANCE, 2007, 7 (06) : 697 - 699
  • [36] Option pricing with stochastic liquidity risk: Theory and evidence
    Feng, Shih-Ping
    Hung, Mao-Wei
    Wang, Yaw-Huei
    [J]. JOURNAL OF FINANCIAL MARKETS, 2014, 18 : 77 - 95
  • [37] The study of applying option pricing theory to venture capital
    Wang, SZ
    Chen, LW
    Yin, ZJ
    [J]. PROCEEDINGS OF 2002 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS I AND II, 2002, : 1614 - 1618
  • [38] APPLICATION OF OPTION PRICING THEORY TO RESEARCH-AND-DEVELOPMENT
    NEWTON, DP
    PEARSON, AW
    [J]. R & D MANAGEMENT, 1994, 24 (01) : 83 - 89
  • [39] MODEL CONSTRUCTION OF OPTION PRICING BASED ON FUZZY THEORY
    Yu, Shang-En
    Li, Ming-Yuan Leon
    Huarng, Kun-Huang
    Chen, Tsung-Hao
    Chen, Chen-Yuan
    [J]. JOURNAL OF MARINE SCIENCE AND TECHNOLOGY-TAIWAN, 2011, 19 (05): : 460 - 469
  • [40] Application of Fuzzy Theory to Binomial Option Pricing Model
    Liu, Shu-xia
    Chen, Yi
    Na-Xu
    [J]. FUZZY INFORMATION AND ENGINEERING, VOL 1, 2009, 54 : 63 - +