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Add  On the market-consistent valuation of fish farms : using the real option approach and salmon futures
Authors: Ewald, Christian-Oliver | Ouyang, Ruolan | Siu, Tak Kuen
Date: 2017
Subject Keyword: agricultural commodities | aquaculture | futures | real options | risk management
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1248750
Description: We consider the optimal harvesting problem for a fish farmer in a model that accounts for stochastic prices featuring Schwartz (1997) two-factor price dynamics. Unlike any other literature in this con ... More
Reviewed: Reviewed
Add  Improving revenue management : a real option approach
Authors: Ching, Wai-Ki | Li, Xun | Siu, Tak Kuen | Wu, Zhenyu
Date: 2010
Subject Keyword: 150400 Commercial Services | air transportation | energy | real options | revenue management | risk management | stochastic processes
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/125706
Description: In this article, we apply a real option approach for improving revenue management regarding fluctuating commodity prices and time-varying strike prices in the field of operational research. We also ta ... More
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