Exotic electricity options and the valuation of electricity generation and transmission assets-Reference-Cited by-同舟云学术

Exotic electricity options and the valuation of electricity generation and transmission assets

Published:2001-01 Issue:3 Volume:30 Page:383-392
ISSN:0167-9236
Container-title:Decision Support Systems
language:en
Short-container-title:Decision Support Systems

Author:

Deng Shi-Jie,Johnson Blake,Sogomonian Aram

Publisher

Elsevier BV

Subject

Information Systems and Management,Arts and Humanities (miscellaneous),Developmental and Educational Psychology,Information Systems,Management Information Systems

Reference11 articles.

1. The pricing of commodity contracts;Black;Journal of Financial Economics,1976

2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

3. S. Deng, Financial methods in competitive electricity markets, PhD Dissertation (forthcoming), University of California at Berkeley, CA, 1998.

4. Investment Under Uncertainty;Dixit,1994

5. Dynamic Asset Pricing Theory;Duffie,1996

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