Time Charters with Purchase Options in Shipping: Valuation and Risk Management

DOI10.1080/13504860903388008zbMath1201.91199OpenAlexW3121530175MaRDI QIDQ3063872

Peter Løchte Jørgensen, Domenico De Giovanni

Publication date: 15 December 2010

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/2939/F_2008_05.PDF

zbMATH Keywords

optimal stoppingleasinglease contracts with optionsoptions on shipsship valuation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Double-sided price adjustment flexibility with a preemptive right to exercise

Cites Work

• Evaluating leases with complex operating options
• An equilibrium characterization of the term structure
• Pricing Interest-Rate-Derivative Securities
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• Unnamed Item

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