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Volumn 32, Issue 3, 2007, Pages 492-514

Hedges and trees: Incorporating fire risk into optimal decisions in forestry using a no-arbitrage approach

Author keywords

Fire risk; Forest value; Hedging; Jumps; No arbitrage; Optimal harvesting; Poisson process; Real options

Indexed keywords


EID: 38849150415     PISSN: 10685502     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (20)

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