Take-or-pay contract valuation under price and private uncertainty

Applied Mathematical Modelling

Volumn 28, Issue 7, 2004, Pages 653-676

  Kaiser, Mark J ^a   Tumma, Sudharkar ^b  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b AMR   (United States)

Author keywords

Binomial lattice; Contract valuation; Monte Carlo simulation; Negotiation strategies; Private uncertainty

Indexed keywords

ETHYLENE; EVAPORATION; LATTICE CONSTANTS; LIQUEFACTION; MARKETING; MONTE CARLO METHODS; PARAMETER ESTIMATION;

EVAPORATION RATE; PRIVATE UNCERTAINITY; SPOT MARKET; STRORAGE CAPACITY;

CHEMICAL INDUSTRY;

CHEMICAL INDUSTRY; ETHYLENE; MANUFACTURE;

EID: 2342461111     PISSN: 0307904X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apm.2003.10.009     Document Type: Article

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