Whitewater, WI 53190
United States
University of Wisconsin - Whitewater
Hedging, Least Squares Monte Carlo method, Price sensitivities
finance, Hedging, Least Squares Monte Carlo method, Price sensitivities
government credibility, climate change policy, emission trading, real option, compound option, least squares Monte-Carlo simulation
American options, bias reduction, constrained regression, simulation
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
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3264104.pdf Size: 295K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
coal plant, natural gas plant, emission market, real option, green policy
NGARCH, Volatility, Kurtosis, Smile, Targeting