Stochastic Valuation Models is a valuation framework that incorporates random variables and probabilistic processes to capture uncertainty and variability in bidder preferences and market conditions, distinguishing it from deterministic approaches by explicitly modeling the inherent randomness in bid formation and value estimation.
151
Publications
11.6K
Citations
288
Authors
182
Institutions
Publications per year
2017–2026
25
Parents
Publications
151
Option Valuation under Stochastic Volatility
Alan Lewis · RePEc: Research Papers in Economics · 2000 · 569 citations
On modelling and pricing weather derivatives
Peter Alaton, Boualem Djehiche, David Stillberger · Applied Mathematical Finance · 2002 · 391 citations
Jack L. Treynor · SSRN Electronic Journal · 1961 · 363 citations · Full text
1–5 of 151
Authors
288
- DB
5
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- LP
4
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- WJ
3
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- TZ
3
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- JS
3
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1–5 of 288
Institutions
182
Imperial College London
London, United Kingdom
5 h-index
7 publications
168 citations
The University of Texas at Austin
Austin, United States
5 h-index
5 publications
389 citations
Columbia University
New York, United States
4 h-index
6 publications
245 citations
Cornell University
Ithaca, United States
4 h-index
7 publications
1.4K citations
University of Chicago
Chicago, United States
3 h-index
3 publications
174 citations
Stanford University
Stanford, United States
3 h-index
3 publications
3.3K citations
Pepperdine University
Malibu, United States
3 h-index
3 publications
201 citations
National Bureau of Economic Research
Cambridge, United States
2 h-index
3 publications
45 citations
1–8 of 182
Venues
- SSRN Electronic Journal
Repository · 12 publications · 569 citations
11
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- Insurance Mathematics and Economics
6 publications · 313 citations
6
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- RePEc: Research Papers in Economics
Repository · 4 publications · 718 citations
4
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- Operations Research
4 publications · 302 citations
4
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- The Journal of Energy Markets
3 publications · 76 citations
3
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1–5