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Volumn 3, Issue , 2007, Pages 1316-1320

Hybridizing genetic algorithms and real options to approach of the optimal decision rule for oilfield development under uncertainties

Author keywords

[No Author keywords available]

Indexed keywords

OPTIMAL DECISION RULE;

EID: 34547856240     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (2)

References (17)
  • 2
    • 38249007202 scopus 로고
    • Choosing Among Alternative Discrete Investment Projects Under Uncertainty
    • Dixit, A.K.: "Choosing Among Alternative Discrete Investment Projects Under Uncertainty," Economic Letters, Vol.41, (1993) 265-288.
    • (1993) Economic Letters , vol.41 , pp. 265-288
    • Dixit, A.K.1
  • 3
    • 33846998791 scopus 로고    scopus 로고
    • Investment in Information for Oil Field Development Using Evolutionary Approach with Monte Carlo Simulation
    • paper presented at the, Los Angeles, USA, July 13-14
    • Dias, Marco A.G.: "Investment in Information for Oil Field Development Using Evolutionary Approach with Monte Carlo Simulation," paper presented at the 2001 5th Annual International Conference on Real Options - Theory Meets Practice, UCLA, Los Angeles, USA, July 13-14.
    • 2001 5th Annual International Conference on Real Options - Theory Meets Practice, UCLA
    • Dias, M.A.G.1
  • 4
    • 34547872607 scopus 로고    scopus 로고
    • Lazo L., Juan G., Pacheco, Marco A.C., Vellasco, Marley M. R. and Dias, Marco A. G.: Real Option Decision Rules for Oil Field Development Under Market Uncertainty Using Genetic Algorithms and Monte Carlo Simulation, paper presented at the 2003 7th Annual International Conference on Real Options - Theory Meets Practice, Washington DC,USA, July 10-12.
    • Lazo L., Juan G., Pacheco, Marco A.C., Vellasco, Marley M. R. and Dias, Marco A. G.: "Real Option Decision Rules for Oil Field Development Under Market Uncertainty Using Genetic Algorithms and Monte Carlo Simulation," paper presented at the 2003 7th Annual International Conference on Real Options - Theory Meets Practice, Washington DC,USA, July 10-12.
  • 9
    • 84959850844 scopus 로고
    • Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases
    • August
    • Paddock, J.L. & D. R. Siegel & J. L. Smith (1988): "Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases" Quarterly Journal of Economics, August 1988, pp.479-508
    • (1988) Quarterly Journal of Economics , vol.1988 , pp. 479-508
    • Paddock, J.L.1    Siegel, D.R.2    Smith, J.L.3
  • 10
    • 34547862300 scopus 로고    scopus 로고
    • http://www.puc-rio.br/marco.ind/quality.html
  • 13
    • 0000792991 scopus 로고    scopus 로고
    • The Stochastic Behavior of Commodity Prices: Implications for valuation and Hedging
    • Schwartz, E. S.: "The Stochastic Behavior of Commodity Prices: Implications for valuation and Hedging," Journal of Finance, Vol. 52, No 3 (1997) 923-973.
    • (1997) Journal of Finance , vol.52 , Issue.3 , pp. 923-973
    • Schwartz, E.S.1
  • 14
    • 0018468345 scopus 로고
    • A Comparison of Three Methods for Selecting Values of Input Variables in Analysis of Output from a Computer Code
    • McKay, M. D., Conover, W. J. and Beckman, R. J.: "A Comparison of Three Methods for Selecting Values of Input Variables in Analysis of Output from a Computer Code," Technometrics, No 21 (1979) 239-245.
    • (1979) Technometrics , Issue.21 , pp. 239-245
    • McKay, M.D.1    Conover, W.J.2    Beckman, R.J.3
  • 17
    • 34547864891 scopus 로고    scopus 로고
    • Dias, Marco A.G.: Real Option Evaluation: Optimization under Uncertainty with Genetic Algorithms and Monte Carlo Simulation, In: Working paper, 2000 Department of Electrical Engineering, PUC-Rio, Brazil, July.
    • Dias, Marco A.G.: "Real Option Evaluation: Optimization under Uncertainty with Genetic Algorithms and Monte Carlo Simulation," In: Working paper, 2000 Department of Electrical Engineering, PUC-Rio, Brazil, July.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.