↓ 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 6: Hedging Expected Losses on Derivatives in Electricity Futures Markets
Altmetric Badge

Readers on

mendeley
4 Mendeley
Summary
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Hedging Expected Losses on Derivatives in Electricity Futures Markets
Chapter number 6
Book title
Commodities, Energy and Environmental Finance
Published by
Springer, New York, NY, January 2015
DOI 10.1007/978-1-4939-2733-3_6
Book ISBNs
978-1-4939-2732-6, 978-1-4939-2733-3
Authors

Adrien Nguyen Huu, Nadia Oudjane, Huu, Adrien Nguyen, Oudjane, Nadia

View on publisher site
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 4 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 4 100%

Demographic breakdown

Readers by professional status Count As %
Professor > Associate Professor 2 50%
Student > Master 1 25%
Unknown 1 25%
Readers by discipline Count As %
Mathematics 2 50%
Economics, Econometrics and Finance 1 25%
Unknown 1 25%

This page is provided by Altmetric.