Browsing ODA Open Digital Archive by Author "Madsen, Stian Mørk"
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Operational Hedging in a Mean Reverting Environment - A Real Option Approach
Madsen, Stian Mørk; Solberg, Erik Langseter (Master thesis, 2022)This thesis investigates the value of operational hedging in the form of being able to temporarily close the production of silicone. With the use of real option theory, we developed a switching option model that estimates ...