Real Options Valuation : The Importance of Stochastic Process Choice in Commodity Price Modelling /
The Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. Focusing on the case of commodity price uncertainty, a broad empirical study reveals that, contrary to common assumptions, prices are often non-stationary a...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2015.
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| Series: | BestMasters.
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| Subjects: | |
| Online Access: | Connect to this title online |