exhilaration 发表于 2025-3-23 11:41:46
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A Hedged Monte Carlo Approach to Real Option Pricingthe determination of the corresponding hedging. The approach is particularly well-suited to the evaluation of commodity related projects whereby the availability of pricing formulae is very rare, the scenario simulations are usually available only in the historical measure, and the cash flows can be highly nonlinear functions of the prices.吞吞吐吐 发表于 2025-3-24 01:01:27
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Francesca Crozier-Roche,Joy Fillinghamtes. We study how the regime changes and the relative cost of production, which is a proxy for market competitiveness, affect game equilibria, and compare with the case of deterministic demand. A novel feature driven by stochasticity of demand is that production may shut down during low demand to conserve reserves.OWL 发表于 2025-3-24 11:53:34
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Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demandtes. We study how the regime changes and the relative cost of production, which is a proxy for market competitiveness, affect game equilibria, and compare with the case of deterministic demand. A novel feature driven by stochasticity of demand is that production may shut down during low demand to conserve reserves.liposuction 发表于 2025-3-24 22:53:39
Social Policy in a Development Contextdation duality and the notion of rolling yield as it pertains to trading through commodity indexes; (b) to use principal component analysis and the computation of equity and commodity “betas” to provide empirical evidence of the dramatic changes which occurred in the mid-2000s; (c) finally, to revieamnesia 发表于 2025-3-25 02:53:36
https://doi.org/10.1057/9780230523975ide investors access to a great variety of commodities, ranging from precious metals to building materials, and from oil and gas to agricultural products. In this article, we analyze the tracking performance of commodity leveraged ETFs and discuss the associated trading strategies. It is known that