Titlebook: Real Options Valuation; The Importance of St Max Sch?ne Book 2015 Springer Fachmedien Wiesbaden 2015 Commodity price modelling.Commodity pr

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書目名稱Real Options Valuation影響因子(影響力)




書目名稱Real Options Valuation影響因子(影響力)學科排名




書目名稱Real Options Valuation網(wǎng)絡(luò)公開度




書目名稱Real Options Valuation網(wǎng)絡(luò)公開度學科排名




書目名稱Real Options Valuation被引頻次




書目名稱Real Options Valuation被引頻次學科排名




書目名稱Real Options Valuation年度引用




書目名稱Real Options Valuation年度引用學科排名




書目名稱Real Options Valuation讀者反饋




書目名稱Real Options Valuation讀者反饋學科排名

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Capital budgeting implications,the classical mean-reverting commodity price processes of Schwartz (1997) so that an analysis of valuation implications based on the different perspective advocated in this paper is yet unavailable in academic literature.

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Conclusion,the application to commodity markets. In this context, a practical and flexible calibration scheme was proposed that allowed me to assess the relative goodness of fit of each process to a range of commodities. It was found that all new models deliver a considerably better fit to historical commodity price data than GBM.

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Introduction,is end, an accurate investment valuation is of paramount importance as it resembles the only broad and long-term oriented criterion for investment decision making (Brealey, Allen, & Myers, 2011; Koller, Wessels, & Goedhart, 2010).

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Modelling commodity prices,ices that are theoretically consistent with empirical data. In this regard, recap that mean reversion cannot generally be proven in past prices over the last two decades. Even if a much longer time horizon would allow us to reject a unit root in prices, we concluded that the statistical properties o