Concepedia

Real Options Valuation of a Wind Farm

Mariano Méndez-Suárez, Alfredo Goyanes, Prosper Lamothe Fernández

SSRN Electronic Journal · 2009 · 19 citations · 8 references

Open access

Concepts

BusinessEconomicsFinanceFinancial EconomicsQuantitative FinanceImplied VolatilityMarket RiskMarket-based ValuationOption PricingProject ValuationReal Options AnalysisOption Pricing Under UncertaintyOption Pricing ValuationOption-based ValuationReal Option ValuationReal Options ApproachReal Options PricingReal Options ValuationWind Farm Valuation

References

8

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

Business, Economics, Finance +13

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11

Valuing Risky Projects: Option Pricing Theory and Decision Analysis

James E. Smith, Robert F. Nau · Management Science · 1995 · 548 citations

Business, Decision Sciences, Finance +17

Using Binomial Decision Trees to Solve Real-Option Valuation Problems

Luiz Eduardo Teixeira Brandão, James S. Dyer, Warren J. Hahn · Decision Analysis · 2005 · 246 citations

Business, Decision Sciences, Finance +17

Renewable energy sources project appraisal under uncertainty: the case of wind energy exploitation within a changing energy market environment

Konstantinos Venetsanos, Penelope Angelopoulou, Theocharis Tsoutsos · Energy Policy · 2002 · 154 citations

Agriculture, Environmental Management, Project Management +16