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13-126/VI - A Real Option Perspective on Valuing Gas Fields


  • Authors
    Lin Zhao, University of Amsterdam, Duisenberg School of Finance; Sweder van Wijnbergen, University of Amsterdam
  • Publication date
    September 2, 2013
  • Keywords
    real options, unhedgeable risks, volatility clustering, gas field valuation, pricing flexibility
  • JEL
    C61, G31, G32, Q4