Valuation and hedging of long-term asset-linked contracts

Keywords

Mean reversion, Valuation (finance), Economics, Econometrics, Random walk

References

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• Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo studyTorben G. Andersen, Hyung‐Jin Chung, Bent E. Sørensen — 1999
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Cited by

• Engaging resources for cultural events : a performative viewMarjana Johansson — 2008
• Four contributions to statistical inference in econometricsBruno Eklund — 2003
• Is consumer decision-making out of control? : non-conscious influences on consumer decision-making for fast moving consumer goodsJens Nordfält — 2005
• Consuming the commercial break : an ethnographic study of the potential audiences for television advertisingKarolina Brodin — 2007
• Risk denial and neglect : studies in risk perceptionJana Fromm — 2005
• Testing the unit root hypothesis in nonlinear time series and panel modelsRickard Sandberg — 2004
• Essays on autoregressive conditional heteroskedasticityAnnastiina Silvennoinen — 2006
• Competition, regulation and integration in international financial marketsJens Nystedt — 2004
• Bayesian time series and panel models : unit roots, dynamics and random effectsMickael Salabasis — 2004
• The impact of stochastic properties of traffic demand on real option value in road projectsNiclas A. Krüger — 2012
• Learning from members : tools for strategic positioning and service innovation in trade unionsHans Björkman — 2005
• Consumer value of fuel choice flexibility - a case study of the flex-fuel car in SwedenNiclas A. Krüger, Alexander Haglund — 2013
• To kill a real option – Incomplete contracts, real options and PPPNiclas A. Krüger — 2012

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