skip to content
Stochastic models and option values : applications to resources, environment and investment problems Preview this item
ClosePreview this item
Checking...

Stochastic models and option values : applications to resources, environment and investment problems

Author: Diderik Lund
Publisher: Amsterdam u.a. : North-Holland, 1991.
Series: Contributions to economic analysis, 200
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Kongress
Kongressbericht
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Diderik Lund
ISBN: 0444886303 9780444886309
OCLC Number: 243699012
Description: x, 301 S. : graph. Darst.
Contents: Introduction. Stochastic Models and Option Values: An Introduction. Stochastic Control Theory - A Brief Summary (B. Oksendal). Financial Option Theory Applied to Real Investment. The Price of Convenience and the Valuation of Commodity Contingent Claims (M.J. Brennan). Valuation of Long Term Oil-Linked Assets (R. Gibson and E. Schwartz). The Cost of a Promise to Develop an Oil Field within a Fixed Future Date (P. Bjerksund). Irreversibility and the Explanation of Investment Behavior (R.S. Pindyck). Financial and Non-financial Option Valuation. Stochastic Control and Dynamic Programming. Partial Investment (T. O. Kobila). The High Contact Principle as a Sufficiency Condition for Optimal Stopping (K.A. Brekke, B. Oksendal). Invariant Controls in Stochastic Allocation Problems (T.E. Olsen, G. Stensland). Shadow Prices in Stochastic Programming: Their Existence and Significance (S.D. Flam). Statistical Models of Natural Resource Exploitation. Estimating Structural Resource Models when Stock is Uncertain: Theory and its Application to Pacific Halibut (P. Berck, G. Johns). Optimal Decision with Reduction of Uncertainty over Time - An Application to Oil Production. Author index. Subject index.
Series Title: Contributions to economic analysis, 200
Responsibility: ed. by Diderik Lund ...

Reviews

Editorial reviews

Publisher Synopsis

... well written and high quality contributions European Journal of Operational Research

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/243699012> # Stochastic models and option values : applications to resources, environment and investment problems
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "243699012" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/ne> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/806762755#Place/amsterdam_u_a> ; # Amsterdam u.a.
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Thing/stochastischer_prozess> ; # Stochastischer Prozess
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Thing/finanzierung> ; # Finanzierung
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/stochastisches_modell> ; # Stochastisches Modell
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/financial_futures> ; # Financial Futures
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Thing/optionsgeschaft> ; # Optionsgeschäft
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/stochastischer_prozess> ; # Stochastischer Prozess
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/kongress> ; # Kongress
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/mathematisches_modell> ; # Mathematisches Modell
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Thing/investition> ; # Investition
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/finanzierung> ; # Finanzierung
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/optionsgeschaft> ; # Optionsgeschäft
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/investition> ; # Investition
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/finanzmathematik> ; # Finanzmathematik
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/optionspreis> ; # Optionspreis
   schema:about <http://experiment.worldcat.org/entity/work/data/806762755#Topic/investitionsrechnung> ; # Investitionsrechnung
   schema:about <http://dewey.info/class/332.015118/e22/> ;
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/269669558> ; # Diderik Lund
   schema:datePublished "1991" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/806762755> ;
   schema:genre "Kongress" ;
   schema:genre "Conference publication"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/806762755#Series/> ; #
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/806762755#Series/contributions_to_economic_analysis> ; # Contributions to economic analysis ;
   schema:name "Stochastic models and option values : applications to resources, environment and investment problems" ;
   schema:productID "243699012" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/243699012#PublicationEvent/amsterdam_u_a_north_holland_1991> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/806762755#Agent/north_holland> ; # North-Holland
   schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002749547&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
   schema:workExample <http://worldcat.org/isbn/9780444886309> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/243699012> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/806762755#Series/> #
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/243699012> ; # Stochastic models and option values : applications to resources, environment and investment problems
   schema:name "" ;
    .

<http://experiment.worldcat.org/entity/work/data/806762755#Series/contributions_to_economic_analysis> # Contributions to economic analysis ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/243699012> ; # Stochastic models and option values : applications to resources, environment and investment problems
   schema:name "Contributions to economic analysis ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/806762755#Thing/optionsgeschaft> # Optionsgeschäft
    a schema:Thing ;
   schema:name "Optionsgeschäft" ;
    .

<http://experiment.worldcat.org/entity/work/data/806762755#Thing/stochastischer_prozess> # Stochastischer Prozess
    a schema:Thing ;
   schema:name "Stochastischer Prozess" ;
    .

<http://experiment.worldcat.org/entity/work/data/806762755#Topic/investitionsrechnung> # Investitionsrechnung
    a schema:Intangible ;
   schema:name "Investitionsrechnung" ;
    .

<http://experiment.worldcat.org/entity/work/data/806762755#Topic/mathematisches_modell> # Mathematisches Modell
    a schema:Intangible ;
   schema:name "Mathematisches Modell" ;
    .

<http://experiment.worldcat.org/entity/work/data/806762755#Topic/stochastischer_prozess> # Stochastischer Prozess
    a schema:Intangible ;
   schema:name "Stochastischer Prozess" ;
    .

<http://experiment.worldcat.org/entity/work/data/806762755#Topic/stochastisches_modell> # Stochastisches Modell
    a schema:Intangible ;
   schema:name "Stochastisches Modell" ;
    .

<http://viaf.org/viaf/269669558> # Diderik Lund
    a schema:Person ;
   schema:familyName "Lund" ;
   schema:givenName "Diderik" ;
   schema:name "Diderik Lund" ;
    .

<http://worldcat.org/isbn/9780444886309>
    a schema:ProductModel ;
   schema:isbn "0444886303" ;
   schema:isbn "9780444886309" ;
    .

<http://www.worldcat.org/title/-/oclc/243699012>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/243699012> ; # Stochastic models and option values : applications to resources, environment and investment problems
   schema:dateModified "2017-12-25" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.