Real options

Real options are often options to take investment decision and can be regarded as contingent claims on non traded assets.

Contact: John van der Hoek

Key publications

C Saddler & J van der Hoek, 'Qualitative Methods for Extending Bandwidth Capacity', under review.

C Saddler and J van der Hoek, 'Quantitative Methods for Investment Decisions in Communication Networks', under review.

M Hamada, J van der Hoek & AD Hall, 'Pricing Electricity Forwards using real Options Theory', under review with the Journal of Energy Markets.

RJ Elliott & J van der Hoek, 'Pricing non Tradeable Assets: Duality Methods', in Indifference Pricing, edited by R Carmona. Princeton University Press, 2008.

Areas of study and research

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