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Modelling of pricing and market impacts for water options · Study

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ArticleModelling of pricing and market impacts for water options

Sergei Schreider2009

Article2009

Modelling of pricing and market impacts for water options

Sergei Schreider

34 citations·0/0 files stored·Journal of Hydrology

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Stochastic processes and financial applications Water resources management and optimization Capital Investment and Risk Analysis

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References

1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1976Option pricing when underlying stock returns are discontinuous 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1987The Pricing of Options on Assets with Stochastic Volatilities 1976The valuation of options for alternative stochastic processes 1997Empirical Performance of Alternative Option Pricing Models 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options

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2010Real Options in Resource Economics

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Details

Year2009

Typearticle

Published2009-03-18

VenueJournal of Hydrology

ISSN-L0022-1694

Languageen

Citations34

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jhydrol.2009.03.013

openalex_workW1997787690

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