Whitewater, WI 53190
University of Wisconsin - Whitewater
government credibility, climate change policy, emission trading, real option, compound option, least squares Monte-Carlo simulation
American options, bias reduction, constrained regression, simulation
Hedging, Least Squares Monte Carlo method, Price sensitivities
finance, Hedging, Least Squares Monte Carlo method, Price sensitivities
American options, Homogeneity, Least-Squares Monte Carlo, Regression, Simulation
American Options, Least-Squares Monte Carlo, Exercise Boundary, Simulation
Real Option, Financial Option, Exercise Probability, Quantile-preserving Spread, Stochastic Dominance, Capital Investment
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File name: SSRN-id3264104.pdf
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coal plant, natural gas plant, emission market, real option, green policy
NGARCH, Volatility, Kurtosis, Smile, Targeting
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