VaR in real options analysis
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References listed on IDEAS
- Alfredo Ibáñez, 2004.
"Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities,"
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- Peter Løchte Jørgensen & Domenico De Giovanni, 2010.
"Time Charters with Purchase Options in Shipping: Valuation and Risk Management,"
Applied Mathematical Finance,
Taylor & Francis Journals, vol. 17(5), pages 399-430.
- Jørgensen, Peter Løchte & De Giovanni, Domenico, 2008. "Time Charters with Purchase Options in Shipping: Valuation and Risk Management," Finance Research Group Working Papers F-2008-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Abadie, Luis M. & Chamorro, José M., 2009.
"Income risk of EU coal-fired power plants after Kyoto,"
Elsevier, vol. 37(12), pages 5304-5316, December.
- Abadie, Luis María & Chamorro Gómez, José Manuel, 2008. "Income risk of EU coal-fired power plants after Kyoto," IKERLANAK 2008-33, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
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