Stochastic models and option values : applications to resources, environment and investment problems
Enregistré dans:
| Andre forfattere: | , |
|---|---|
| Format: | Livre papier |
| Sprog: | Anglais |
| Udgivet: |
Amsterdam ; New York ; Oxford :
North-Holland
cop. 1991.
|
| Serier: | Contributions to economic analysis
200 |
| Fag: | |
| Kommentar: |
Actes d'une conférence tenue en 1989 à Loen, Norvège |
| Autres localisations: | Voir dans le Sudoc |
Indholdsfortegnelse:
- Stochastic models and option values : an introduction / Diderik Lund
- Stochastic control theory : a brief summary / Bernt Øksendal
- The price of convenience and the valuation of commodity contingent claims / Michael J. Brennan
- Valuation of long term oil-linked assets / Rajna Gibson and Eduardo Schwartz
- The cost of a promise to develop an oil field within a fixed future date / Petter Bjerksund
- Irreversibility and the explanation of investment behavior / Robert S. Pindyck
- Financial and non-financial option valuation / Diderik Lund
- Partial investment under certainty / T.Ø. Kobila
- The high contact principle as a sufficiency condition for optimal stopping / Kjell Arne Brekke and Bernt Øksendal
- Invariant controls in stochastic allocation problems / Trond E. Olsen and Gunnar Stensland