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A Hedged Monte Carlo Approach to Real Option Pricing

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Cover of 'A Hedged Monte Carlo Approach to Real Option Pricing'

Table of Contents

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    Book Overview
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    Chapter 1 Financialization of the Commodities Markets: A Non-technical Introduction
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    Chapter 2 Understanding the Tracking Errors of Commodity Leveraged ETFs
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    Chapter 3 Integration of Commodity Derivative Markets: Has It Gone Too Far?
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    Chapter 4 Margrabe Revisited
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    Chapter 5 Cross-Commodity Modelling by Multivariate Ambit Fields
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    Chapter 6 Hedging Expected Losses on Derivatives in Electricity Futures Markets
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    Chapter 7 Calibration of Electricity Price Models
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    Chapter 8 Incorporating Managerial Information into Real Option Valuation
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    Chapter 9 Real Options with Regulatory Policy Uncertainty
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    Chapter 10 A Hedged Monte Carlo Approach to Real Option Pricing
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    Chapter 11 Transition to Electric Mobility: An Optimal Price Subsidy Rule
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    Chapter 12 Game Theoretic Models for Energy Production
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    Chapter 13 Game Theory Analysis for Carbon Auction Market Through Electricity Market Coupling
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    Chapter 14 Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demand
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    Chapter 15 Variable Costs in Dynamic Cournot Energy Markets
Attention for Chapter 14: Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demand
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