Blar i BI Open på forfatter "Ringstad, Fredrik"
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A stochastic freight rate approach to valuation of crude tanker companies
Kolsrud, Fredrik; Ringstad, Fredrik (Master thesis, 2017)This thesis aims to develop a stochastic valuation model for the shipping industry, incorporating an Ornstein-Uhlenbeck process by capturing the meanreverting dynamics of freight rates. It examines the theoretical ...