A real options approach for pricing electricity tolling agreements

International Journal of Information Technology and Decision Making

Volumn 5, Issue 3, 2006, Pages 421-436

  Deng, Shi Jie ^a   Xia, Zhendong ^b  

^a Georgia Institute of Technology   (United States)

^b BP AMERICA INC   (United States)

Author keywords

Electricity options pricing; Monte Carlo simulation; Real options; Risk management; Spark spread; Tolling agreement

Indexed keywords

EID: 33749375940     PISSN: 02196220     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219622006002039     Document Type: Article

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