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On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures
16 references·4 citing·39 second hop
On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures (2015)On the Market Consistent Valuation of Fis…Valuing the option to invest in an incomplete market (2007)Valuing the option to invest …The valuation of multidimensional American real options using the LSM simulation method (2006)The valuation of multidimensi…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Market interactions for aquaculture products (2001)Market interactions for aquac…Product Aggregation, Market Integration, and Relationships between Prices: An Application to World Salmon Markets (1999)Product Aggregation, Market I…The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Introduction to Mathematical Finance: Discrete Time Models (1997)Introduction to Mathematical …Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintySystematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Systematic Risk, Hedging Pres…Risk, Futures Pricing, and the Organization of Production in Commodity Markets (1988)Risk, Futures Pricing, and th…Optimal Portfolio Choice Under Incomplete Information (1986)Optimal Portfolio Choice Unde…On commodity market risk premiums: Additional evidence (1985)On commodity market risk prem…Efficient Asset Portfolios and the Theory of Normal Backwardation (1983)Efficient Asset Portfolios an…The pricing of commodity contracts (1976)The pricing of commodity cont…Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield (2025)Analytically pricing crude oi…Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model (2021)Salmon futures and the Fish P…Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? (2021)Analytic formulas for futures…Resource extraction with a carbon tax and regime switching prices: Exercising your options (2017)Resource extraction with a ca…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Hedging Pressure Effects in Futures Markets (2000)Momentum strategies in commodity futures markets (2007)Financialization in commodity markets: A passing trend or the new normal? (2015)Value and Capital (1939)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The UK Market for Natural Gas, Oil and Electricity: Are the Prices Decoupled? (2006)Globalization and commoditization: The transformation of the seafood market (2017)Sustainable Seafood From Aquaculture and Wild Fisheries: Insights From a Discrete Choice Experiment in Germany (2017)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)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)Theory of rational option pricing (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)On estimating the expected return on the market (1980)The Role of Learning in Dynamic Portfolio Decisions (1998)How Does Information Quality Affect Stock Returns? (2000)Learning, Asset‐Pricing Tests, and Market Efficiency (2002)The arbitrage theory of capital asset pricing (1976)Speculators, commodities and cross-market linkages (2013)An equilibrium characterization of the term structure (1977)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)Hedging Inventory Risk Through Market Instruments (2005)Option pricing and Esscher transform under regime switching (2005)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Capital markets research in accounting (2001)
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References

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  • 1988Risk, Futures Pricing, and the Organization of Production in Commodity Markets

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100 cited
  • 1985On commodity market risk premiums: Additional evidence50 cited
  • Cited by

    • 2017Resource extraction with a carbon tax and regime switching prices: Exercising your options31 cited
    • 2021Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?28 cited
    • 2025Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield24 cited
    • 2021Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model24 cited