IEEE - Institute of Electrical and Electronics Engineers, Inc. - A Jump-Diffusion Model of Shipping Freight Rate

2009 Second International Conference on Future Information Technology and Management Engineering (FITME)

Author(s): Li Xuyin ; Gu Xianbin
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2009
Conference Location: Sanya, China, China
Conference Date: 13 December 2009
Page(s): 313 - 316
ISBN (Paper): 978-1-4244-5339-9
DOI: 10.1109/FITME.2009.83
Regular:

To draw a model that can describe shipping freight rate fluctuation precisely has never been so important since the ship investment evaluated under the framework of real options. We set a general... View More

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