Monte Carlo valuation of natural gas investments.

Monte Carlo valuation of natural gas investments.

Bibliografiset tiedot
Julkaisussa:Review of financial economics V. 18, 1-3 (2009).
Päätekijä: Abadie, Luis M.
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Natural gas industry.
Valuation methods.
Monte Carlo simulation.
Put & call options.
Stochastic models.
Power marketers.