Implementing a real option model for valuing an undeveloped oil field

International Transactions in Operational Research

Volumn 4, Issue 2, 1997, Pages 125-137

  Cortazar, G ^a   Schwartz, E S ^b  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Contingent claims; Evaluation; Finance; Numerical solution; Oil; Real options; Software; Timing option; Undeveloped oil field

Indexed keywords

EID: 0010048109     PISSN: 09696016     EISSN: 14753995     Source Type: Journal    
DOI: 10.1111/j.1475-3995.1997.tb00069.x     Document Type: Article

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