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A Hedged Monte Carlo Approach to Real Option Pricing

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Attention for Chapter 14: Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demand
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Chapter title
Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demand
Chapter number 14
Book title
Commodities, Energy and Environmental Finance
Published by
Springer, New York, NY, January 2015
DOI 10.1007/978-1-4939-2733-3_14
Book ISBNs
978-1-4939-2732-6, 978-1-4939-2733-3
Authors

Michael Ludkovski, Xuwei Yang, Ludkovski, Michael, Yang, Xuwei