↓ Skip to main content
What is this page? Embed badge

A Hedged Monte Carlo Approach to Real Option Pricing

Overview of attention for book
Cover of 'A Hedged Monte Carlo Approach to Real Option Pricing'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Financialization of the Commodities Markets: A Non-technical Introduction
  3. Altmetric Badge
    Chapter 2 Understanding the Tracking Errors of Commodity Leveraged ETFs
  4. Altmetric Badge
    Chapter 3 Integration of Commodity Derivative Markets: Has It Gone Too Far?
  5. Altmetric Badge
    Chapter 4 Margrabe Revisited
  6. Altmetric Badge
    Chapter 5 Cross-Commodity Modelling by Multivariate Ambit Fields
  7. Altmetric Badge
    Chapter 6 Hedging Expected Losses on Derivatives in Electricity Futures Markets
  8. Altmetric Badge
    Chapter 7 Calibration of Electricity Price Models
  9. Altmetric Badge
    Chapter 8 Incorporating Managerial Information into Real Option Valuation
  10. Altmetric Badge
    Chapter 9 Real Options with Regulatory Policy Uncertainty
  11. Altmetric Badge
    Chapter 10 A Hedged Monte Carlo Approach to Real Option Pricing
  12. Altmetric Badge
    Chapter 11 Transition to Electric Mobility: An Optimal Price Subsidy Rule
  13. Altmetric Badge
    Chapter 12 Game Theoretic Models for Energy Production
  14. Altmetric Badge
    Chapter 13 Game Theory Analysis for Carbon Auction Market Through Electricity Market Coupling
  15. Altmetric Badge
    Chapter 14 Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demand
  16. Altmetric Badge
    Chapter 15 Variable Costs in Dynamic Cournot Energy Markets
Attention for Chapter 3: Integration of Commodity Derivative Markets: Has It Gone Too Far?
Altmetric Badge

Citations

dimensions_citation
6 Dimensions

Readers on

mendeley
4 Mendeley
Summary Dimensions citations
So far, Dimensions has found 6 publications that cite this research output.

6

The most recent citing publications are shown below. View all 6 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.