Séminaire commun FDD-FiME // M. Flora & P. Tankov

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Maria Flora (CREST, ENSAE) & Peter Tankov (CREST, ENSAE) Titre: Green investment and asset stranding under transition scenario uncertainty Abstract: We develop a real-options approach to evaluate energy assets and potential investment projects under transition scenario uncertainty. Dynamic scenario uncertainty is modelled by assuming that the economic agent acquires the information about the scenario progressively by observing a signal. The problem of valuing an investment is Read more [...]