Electricity Real Options Valuation

Details Electricity Real Options Valuation Electricity Real Options Valuation

2006-08-16

arxiv.org/abs/physics/0608167v1

Physics

Atmospheric and Oceanic Physics

To be published in Acta Phys. Pol. B

Scientific paper

In this paper a real option approach for the valuation of real assets is presented. Two continuous time models used for valuation are described: geometric Brownian motion model and interest rate model. The valuation for electricity spread option under Vasicek interest model is placed and the formulas for parameter estimators are calculated. The theoretical part is confronted with real data from electricity market.

Affiliated with

Also associated with

No associations

Rating

Electricity Real Options Valuation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Electricity Real Options Valuation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Electricity Real Options Valuation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-220312