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

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书目名称Real Options Valuation影响因子(影响力)




书目名称Real Options Valuation影响因子(影响力)学科排名




书目名称Real Options Valuation网络公开度




书目名称Real Options Valuation网络公开度学科排名




书目名称Real Options Valuation被引频次




书目名称Real Options Valuation被引频次学科排名




书目名称Real Options Valuation年度引用




书目名称Real Options Valuation年度引用学科排名




书目名称Real Options Valuation读者反馈




书目名称Real Options Valuation读者反馈学科排名

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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