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...
Published in: | Springer eBooks |
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Main Author: | |
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Format: | eBook |
Language: | English |
Published: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2015.
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Series: | BestMasters
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Subjects: | |
Online Access: | http://dx.doi.org/10.1007/978-3-658-07493-7 Перейти в каталог НБ ТГУ |