{
  "annotation_id": "69ddc577-de2a-47c7-9539-4896e8dc4f24",
  "date_created": "2026-03-02T18:01:10.962000Z",
  "date_modified": "2026-03-02T18:01:10.962000Z",
  "file_hash": "ed4f425f3510fbe6ea4b18f4c2f482bc8cfecf7ff15694f3c5cba43c6e3f9e36",
  "private": false,
  "record": {
    "abstract": "In this paper a real option approach for the valuation of real assets is\npresented. Two continuous time models used for valuation are described:\ngeometric Brownian motion model and interest rate model. The valuation for\nelectricity spread option under Vasicek interest model is placed and the\nformulas for parameter estimators are calculated. The theoretical part is\nconfronted with real data from electricity market.",
    "arxiv_id": "physics/0608167",
    "authors": [
      "Ewa Broszkiewicz-Suwaj"
    ],
    "categories": [
      "physics.ao-ph",
      "math-ph",
      "math.MP",
      "physics.data-an"
    ],
    "title": "Electricity Real Options Valuation",
    "url": "https://arxiv.org/abs/physics/0608167"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "a7f59bbd-6601-4d29-8e5b-d3140d9c3cb3",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}