Stochastic models and option values: applications to resources, environment and investment problems
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam [u.a.]
North-Holland
1991
|
| Schriftenreihe: | Contributions to economic analysis
200 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 301 S. graph. Darst. |
| ISBN: | 0444886303 |
Internformat
MARC
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| 650 | 4 | |a Finance -- Mathematical models -- Congresses | |
| 650 | 4 | |a Options (Finance) -- Mathematical models -- Congresses | |
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Datensatz im Suchindex
| _version_ | 1804118605810368512 |
|---|---|
| adam_text | ix
Contents
Introduction to The Series v
Editors Preface vii
I. Introduction 1
, Diderik Lund
Stochastic Models and Option Values: An Introduction 3
Bernt 0ksendal
Stochastic Control Theory — A Brief Summary 19
II. Financial Option Theory Applied to Real Investment . 31
Michael J. Brennan
The Price of Convenience and the Valuation of Commodity
Contingent Claims 33
Rajna Gibson and Eduardo Schwartz
• Valuation of Long Term Oil Linked Assets 73
Petter Bjerksund
* The Cost of a Promise to Develop an Oil Field within
a Fixed Future Date 103
Robert S. Pindyck
Irreversibility and the Explanation of Investment Behavior 129
. Diderik Lund
Financial and Non financial Option Valuation 143
III. Stochastic Control and Dynamic Programming 165
T. 0. Kobila
Partial Investment Under Uncertainty 167
X
Kjell Arne Brekke and Bernt 0ksendal
The High Contact Principle as a Sufficiency Condition
for Optimal Stopping 187
Trond E. Olsen and Gunnar Stensland
Invariant Controls In Stochastic Allocation Problems 209
Sjur D. Flam
Shadow Prices in Stochastic Programming:
Their Existence and Significance 227
IV. Statistical Models of Natural Resource Exploitation . 241
Peter Berck and Grace Johns
Estimating Structural Resource Models When Stock Is Uncertain:
Theory and Its Application to Pacific Halibut 243
Gunnar Stensland and Dag B. Tj0stheim
Optimal Decisions With Reduction of Uncertainty over Time —
An Application to Oil Production 267
Author index 293
Subject index 297
|
| any_adam_object | 1 |
| author2 | Lund, Diderik |
| author2_role | edt |
| author2_variant | d l dl |
| author_GND | (DE-588)17029241X (DE-588)128742054 |
| author_facet | Lund, Diderik |
| building | Verbundindex |
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| callnumber-first | H - Social Science |
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| callnumber-raw | HG4515.2.S76 1991 |
| callnumber-search | HG4515.2.S76 1991 |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.01/5118 20 |
| dewey-search | 332/.01/5118 20 |
| dewey-sort | 3332 11 45118 220 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| genre_facet | Konferenzschrift 1989 Loen |
| id | DE-604.BV004432230 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:12:58Z |
| institution | BVB |
| isbn | 0444886303 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002749547 |
| oclc_num | 243699012 |
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| physical | X, 301 S. graph. Darst. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | North-Holland |
| record_format | marc |
| series | Contributions to economic analysis |
| series2 | Contributions to economic analysis |
| spelling | Stochastic models and option values applications to resources, environment and investment problems ed. by Diderik Lund and Bernt Øksendal Amsterdam [u.a.] North-Holland 1991 X, 301 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Contributions to economic analysis 200 Mathematisches Modell Investments -- Mathematical models -- Congresses Finance -- Mathematical models -- Congresses Options (Finance) -- Mathematical models -- Congresses Stochastic processes -- Congresses Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Optionsgeschäft (DE-588)4043670-6 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1989 Loen gnd-content Investition (DE-588)4027556-5 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzierung (DE-588)4017182-6 s Optionsgeschäft (DE-588)4043670-6 s Stochastischer Prozess (DE-588)4057630-9 s Lund, Diderik (DE-588)17029241X edt Øksendal, Bernt K. 1945- Sonstige (DE-588)128742054 oth Contributions to economic analysis 200 (DE-604)BV000001445 200 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002749547&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stochastic models and option values applications to resources, environment and investment problems Contributions to economic analysis Mathematisches Modell Investments -- Mathematical models -- Congresses Finance -- Mathematical models -- Congresses Options (Finance) -- Mathematical models -- Congresses Stochastic processes -- Congresses Mathematisches Modell (DE-588)4114528-8 gnd Investition (DE-588)4027556-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Finanzierung (DE-588)4017182-6 gnd Optionsgeschäft (DE-588)4043670-6 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4027556-5 (DE-588)4057630-9 (DE-588)4017182-6 (DE-588)4043670-6 (DE-588)1071861417 |
| title | Stochastic models and option values applications to resources, environment and investment problems |
| title_auth | Stochastic models and option values applications to resources, environment and investment problems |
| title_exact_search | Stochastic models and option values applications to resources, environment and investment problems |
| title_full | Stochastic models and option values applications to resources, environment and investment problems ed. by Diderik Lund and Bernt Øksendal |
| title_fullStr | Stochastic models and option values applications to resources, environment and investment problems ed. by Diderik Lund and Bernt Øksendal |
| title_full_unstemmed | Stochastic models and option values applications to resources, environment and investment problems ed. by Diderik Lund and Bernt Øksendal |
| title_short | Stochastic models and option values |
| title_sort | stochastic models and option values applications to resources environment and investment problems |
| title_sub | applications to resources, environment and investment problems |
| topic | Mathematisches Modell Investments -- Mathematical models -- Congresses Finance -- Mathematical models -- Congresses Options (Finance) -- Mathematical models -- Congresses Stochastic processes -- Congresses Mathematisches Modell (DE-588)4114528-8 gnd Investition (DE-588)4027556-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Finanzierung (DE-588)4017182-6 gnd Optionsgeschäft (DE-588)4043670-6 gnd |
| topic_facet | Mathematisches Modell Investments -- Mathematical models -- Congresses Finance -- Mathematical models -- Congresses Options (Finance) -- Mathematical models -- Congresses Stochastic processes -- Congresses Investition Stochastischer Prozess Finanzierung Optionsgeschäft Konferenzschrift 1989 Loen |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002749547&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000001445 |
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