Real Options Valuation The Importance of Stochastic Process Choice in Commodity Price Modelling /

Real Options Valuation The Importance of Stochastic Process Choice in Commodity Price Modelling /

The Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. Focusing on the case of commodity price uncertainty, a broad empirical study reveals that, contrary to common assumptions, prices are often non-stationary a...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Schöne, Max (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2015.
Σειρά:	BestMasters
Θέματα:	Finance. Management. Operations research. Decision making. Finance, general. Operation Research/Decision Theory.
Διαθέσιμο Online:	Full Text via HEAL-Link

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