- Stochastic Spot Price Multi-Period Model and Option Valuation for Electrical Markets

Commodities ◽

10.1201/b19020-34 ◽

2015 ◽

pp. 606-619

Keyword(s):

Option Valuation ◽

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Stochastic spot price multi-period model and option valuation for electrical markets

Quantitative Finance ◽

10.1080/14697688.2013.772652 ◽

2013 ◽

Vol 13 (4) ◽

pp. 483-492

Author(s):

EIVIND HELLAND ◽

TIMUR AKA ◽

ERIC WINNINGTON

Keyword(s):

Option Valuation ◽

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Behavioral barriers to real option valuation

PsycEXTRA Dataset ◽

10.1037/e722842011-069 ◽

2004 ◽

Author(s):

Sari Carp ◽

Zur Shapira

Keyword(s):

Real Option ◽

Option Valuation ◽

Real Option Valuation ◽

Behavioral Barriers

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Option valuation using the fast Fourier transform

The Journal of Computational Finance ◽

10.21314/jcf.1999.043 ◽

1999 ◽

Vol 2 (4) ◽

pp. 61-73 ◽

Cited By ~ 1283

Author(s):

Peter Carr ◽

Dilip Madan

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation

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Implied volatility surface reconstruction for energy markets: spot price modeling versus surface parametrization

The Journal of Energy Markets ◽

10.21314/jem.2011.060 ◽

2011 ◽

Vol 4 (2) ◽

pp. 67-85 ◽

Author(s):

Mikhail Deryabin

Keyword(s):

Surface Reconstruction ◽

Implied Volatility ◽

Energy Markets ◽

Implied Volatility Surface ◽

Volatility Surface

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Simulation for Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1121293 ◽

1996 ◽

Author(s):

Pablo Fernandez

Keyword(s):

Option Valuation

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Sensitivity Analysis for Cash Flow Simulation Based Real Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1864909 ◽

2011 ◽

Author(s):

Tero J. Haahtela

Keyword(s):

Sensitivity Analysis ◽

Cash Flow ◽

Real Option ◽

Flow Simulation ◽

Option Valuation ◽

Real Option Valuation ◽

Simulation Based

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A Critical Empirical Study of Three Electricity Spot Price Models

SSRN Electronic Journal ◽

10.2139/ssrn.2214973 ◽

2011 ◽

Author(s):

Fred Espen Benth ◽

Ruediger Kiesel ◽

Anna Nazarova

Keyword(s):

Empirical Study ◽

Electricity Spot Price

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Efectos Del Cargo Por Confiabilidad Sobre El Precio Spot De La Energga Ellctrica En Colombia (Impact of Electricity Generation Reliability on the Colombian Spot Price)

SSRN Electronic Journal ◽

10.2139/ssrn.2567994 ◽

2015 ◽

Author(s):

Juan Pablo Botero ◽

John J. Garcia ◽

Ermilson Velasquez

Keyword(s):

Electricity Generation ◽

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Option Valuation Formula for General Garch-in-Mean Models

SSRN Electronic Journal ◽

10.2139/ssrn.3185994 ◽

2018 ◽

Author(s):

Zhongmin Qian ◽

Xingcheng Xu

Keyword(s):

Option Valuation

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Excessive Discretion in Corporate Disclosure? Evidence from Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.3312204 ◽

2018 ◽

Author(s):

Pierre Chaigneau ◽

Julien Le Maux ◽

Antoine Noël

Keyword(s):

Option Valuation ◽

Corporate Disclosure

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