A Two Factor Model for Water Prices and Its Implications for Evaluating Real Options and Other Water Price Derivatives-Reference-Cited by-同舟云学术

A Two Factor Model for Water Prices and Its Implications for Evaluating Real Options and Other Water Price Derivatives

Published:2013-09-19 Issue:1 Volume:62 Page:23-45
ISSN:0008-3976
Container-title:Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie
language:en
Short-container-title:Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie

Author:

Truong Chi H.¹

Affiliation:

1. Department of Applied Finance and Actuarial Studies, Faculty of Business and Economics; Macquarie University; Building E4A, Room 452 North Ryde NSW 2109 Australia

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Ecology,Global and Planetary Change

Reference34 articles.

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2. Benhamou , E. Z. Wangi A. G. Galli 2008 Is multi-factor really necessary to price European options in commodity http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1310624

3. Bjerksund , P. 1991 Contingent claims evaluation when the convenience yield is stochastic: Analytical results. Working Paper, Norwegian School of Economics and Business Administration http://www.nhh.no/Files/Filer/institutter/for/dp/1991/0191.pdf

4. Bjornlund , H. P. Rossini 2008 Are the fundamentals emerging for more sophisticated water market instruments Paper presented at Proceedings from the 14th Annual Conference of the Pacific Rim Real Estate Society Kuala Lumpur Malaysia

5. Numerical evaluation of multivariate contingent claims;Boyle;Review of Financial Studies,1989

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