Valuing real options using implied binomial trees and commodity futures options

Working paper

Tom Arnold, Timothy Crack and Adam Schwartz

05/01/2005

Handle:

https://hdl.handle.net/10523/1588

Abstract

real options

implied binomial trees

commodity futures options

commodities

HG Finance

url

Link to publisher's versionView

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Record Identifier: 9926478561201891
Title: Valuing real options using implied binomial trees and commodity futures options
Creators: Tom Arnold
Timothy Crack
Adam Schwartz
Academic Unit: Accountancy and Finance
Publisher: University of Otago
Date published ; e-published: 05/01/2005
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Resource Type: Working paper