"A valuation of a corn ethanol plant through a compound options model under ..."

Marta Biancardi et al. (2024)

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DOI: 10.1007/S10479-023-05249-X

access: open

type: Journal Article

metadata version: 2024-06-08

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Marta Biancardi, Michele Bufalo, Antonio Di Bari, Giovanni Villani:
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions. Ann. Oper. Res. 336(1-2): 1063-1087 (2024)

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