SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Spark spread options and the valuation of electricity generation assets
9 references·1 citing·32 second hop
Spark spread options and the valuation of electricity generation assets (2003)Spark spread options and the valuation of…Theory of rational option pricing (2005)Theory of rational option pri…The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Valuing Risky Projects: Option Pricing Theory and Decision Analysis (1995)Valuing Risky Projects: Optio…Options on futures spreads: Hedging, speculation, and valuation (1994)Options on futures spreads: H…Investment under Uncertainty (1994)Investment under UncertaintyDynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.The pricing of commodity contracts (1976)The pricing of commodity cont…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage (2019)The Value of Green Energy: Op…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)An equilibrium characterization of the term structure (1977)Spread options, exchange options, and arithmetic Brownian motion (1998)Non-Parametric Pricing of Multivariate Contingent Claims (2003)Long term spread option valuation and hedging (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)Investment Under Uncertainty. (1994)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)Martingales and arbitrage in multiperiod securities markets (1979)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Challenges to the practical implementation of modeling and valuing real options (1998)Justifying Electronic Banking Network Expansion Using Real Options Analysis1 (2000)Managing Information Technology Investment Risk: A Real Options Perspective (2002)The Value of Waiting to Invest (1982)The Value of Green Energy under Regulation Uncertainty (2020)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Option pricing: A simplified approach (1979)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1995Valuing Risky Projects: Option Pricing Theory and Decision Analysis536 cited
  • 1994Options on futures spreads: Hedging, speculation, and valuation86 cited

Cited by

  • 2019The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work