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ArticleReal option valuation for reserve capacity

John Moriarty2016

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Articlegreen2016

Real option valuation for reserve capacity

John Moriarty · Jan Palczewski

17 citations·0/0 files stored·European Journal of Operational Research

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Stochastic processes and financial applications Electric Power System Optimization Capital Investment and Risk Analysis

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References

2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1985Evaluating Natural Resource Investments 1996Handbook of Brownian Motion — Facts and Formulae 2002Handbook of Brownian Motion - Facts and Formulae 2006Optimal stopping and free-boundary problems 2012Renewable energy investments under different support schemes: A real options approach 2001Stock Trading: An Optimal Selling Rule

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2017Bayesian calibration and number of jump components in electricity spot price models

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Details

Year2016

Typearticle

Published2016-07-09

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations17

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.ejor.2016.07.003

openalex_workW3124434418

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