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Uncertainty and Human Capital Decisions: Traditional Valuation Methods and Real Options Logic [PDF]
, 2007 As the importance of human capital increases in organizations, so does the need to develop more sophisticated financial valuation models. This paper reviews some of the major traditional financial decision making models used in costing employment mode ...
Brett Badders +2 more
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Valuation of Wind Energy Projects: A Real Options Approach
Energies, 2014 We address the valuation of an operating wind farm and the finite-lived option to invest in it under different reward/support schemes: a constant feed-in tariff, a premium on top of the electricity market price (either a fixed premium or a variable ...
Luis M. Abadie, José M. Chamorro
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A parametric approach for the valuation of power plant flexibility options
Energy Reports, 2016 Conventional generation units encounter a changing role in modern societies’ energy supply. With increased need for flexible operation, engineers and project managers have to evaluate the benefits of technical improvements.
Julia Hentschel +2 more
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The Valuation of Options on Capacity
, 2003 This chapter represents the core of the present analysis. Its purpose is laying the foundations of a market model consisting of a sequence of the following market sessions: a contract market, where capacity can be reserved, and a spot market, where capacity can be purchased on a short-term basis.
S. Spinler
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OPTION VALUATION WITH MATHEMATICA
Statistika, 2009 Studies in option pricing have became more important and challenging in financial area because option valuation can add significant information to the decision making process. In this study we attempt to establish the American and European call option.
Ong Yih Ying +2 more
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Spanning, valuation and options [PDF]
Economic Theory, 1991 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Donald J. Brown, Stephen A. Ross
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The Valuation of Volatility Options [PDF]
Review of Finance, 2000 Abstract This paper examines the valuation of European- and American-style volatility options based on a general equilibrium stochastic volatility framework. Properties of the optimal exercise region and of the option price are provided when volatility follows a general diffusion process.
Detemple, Jérôme, Osakwe, Carlton
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VALUATION OF EMBEDDED OPTIONS IN NON-MARKETABLE CALLABLE BONDS: A NEW NUMERICAL APPROACH
Technological and Economic Development of Economy, 2022 The issue of how to price options embedded in callable bonds has attracted a lot of interest over the years. The usual bond valuation methods rely on yield curves, risk premium, and other parameters to estimate interest rates used in discounted cash flow
Roman Skalický +4 more
semanticscholar +1 more source
Arbitrage Bounds on Currency Basket Options
Mathematical and Computational Applications, 2020 This article exploits arbitrage valuation bounds on currency basket options. Instead of using a sophisticated model to price these options, we consider a set of pricing models that are consistent with the prices of available hedging assets.
Yi Hong
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International Journal of Environmental Research and Public Health, 2021 Aquaculture is an increasingly relevant sector in the exploitation of natural resources; therefore, it is appropriate to propose various models that include the fundamental variables for its economic-financial valuation from a business point of view. The
Raisa Pérez-Vas +2 more
semanticscholar +1 more source