Browsing ODA Open Digital Archive by Author "Saim, Harun"
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Real Option Valuation, Optimal Investment in the Pressence of Regime Switching & Mean Reverting Commodity Prices.
Aunan, Adrian; Saim, Harun (Master thesis, 2022)This thesis investigates optimal investment in real options with the presence of regime switching and mean reverting commodity prices. Our aim is to provide a methodology that can address such behaviors in a commodity. ...