Monte Carlo valuation of natural gas investments
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More about this item
KeywordsReal options Power plants Stochastic revenues and costs CO2 allowances LNG;
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G3 - Financial Economics - - Corporate Finance and Governance
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