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Volumn , Issue , 2006, Pages 266-273

Analysis of transmission investments using real options

Author keywords

Binomial trees; Black scholes; Monte Carlo simulations; Real options; Transmission expansion; Transmission investment

Indexed keywords

BINOMIAL TREE; BLACK-SCHOLES; MONTE CARLO SIMULATION; REAL OPTIONS; TRANSMISSION EXPANSION; TRANSMISSION INVESTMENT;

EID: 52449094599     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PSCE.2006.296318     Document Type: Conference Paper
Times cited : (21)

References (11)
  • 2
    • 0003553294 scopus 로고    scopus 로고
    • The MIT Press, Cambridge, MA
    • L. Trigeorgis, Real Options, The MIT Press, Cambridge, MA, 1997
    • (1997) Real Options
    • Trigeorgis, L.1
  • 7
    • 81755171070 scopus 로고    scopus 로고
    • Engineering Systems Analysis for Design, Massachusetts Institute of Technology, April [Online]
    • R. D. Neufville, Black-Scholes Valuation, Engineering Systems Analysis for Design, Massachusetts Institute of Technology, April 2006 [Online] http://ardent.mit.edu/real-options/RO-current-lectures/ESD%202005/ Black-Scholes%2005.pdf
    • (2006) Black-Scholes Valuation
    • Neufville, R.D.1
  • 10
    • 27744457966 scopus 로고    scopus 로고
    • Exploring risk-based approaches for ISO/RTO asset managers
    • invited paper in, November
    • A. Roark, P. Skantze, R. Masiello, "Exploring risk-based approaches for ISO/RTO asset managers", invited paper in Proc. IEEE, Vol. 93, No. 11, pp 2036 - 2048, November 2005
    • (2005) Proc. IEEE , vol.93 , Issue.11 , pp. 2036-2048
    • Roark, A.1    Skantze, P.2    Masiello, R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.