-
1
-
-
33744962817
-
Valuing real capital investments using the least-squares Monte Carlo method
-
Abdel Sabour S.A., and Poulin R. Valuing real capital investments using the least-squares Monte Carlo method. Eng. Econom. 51 2 (2006) 141-160
-
(2006)
Eng. Econom.
, vol.51
, Issue.2
, pp. 141-160
-
-
Abdel Sabour, S.A.1
Poulin, R.2
-
2
-
-
0000075675
-
Numerical valuation of high dimensional multivariate European securities
-
Barraquand J. Numerical valuation of high dimensional multivariate European securities. Manage. Sci. 41 12 (1995) 1882-1891
-
(1995)
Manage. Sci.
, vol.41
, Issue.12
, pp. 1882-1891
-
-
Barraquand, J.1
-
3
-
-
84974489693
-
Numerical valuation of high dimensional multivariate American securities
-
Barraquand J., and Martineau D. Numerical valuation of high dimensional multivariate American securities. J. Financial Quant. Anal. 30 3 (1995) 383-405
-
(1995)
J. Financial Quant. Anal.
, vol.30
, Issue.3
, pp. 383-405
-
-
Barraquand, J.1
Martineau, D.2
-
4
-
-
1642311940
-
An irregular grid method for high-dimensional free-boundary problems in finance
-
Berridge S., and Schumacher J.M. An irregular grid method for high-dimensional free-boundary problems in finance. Future Gener. Comput. Syst. 20 (2004) 353-362
-
(2004)
Future Gener. Comput. Syst.
, vol.20
, pp. 353-362
-
-
Berridge, S.1
Schumacher, J.M.2
-
5
-
-
85015692260
-
The pricing of options and corporate liabilities
-
Black F., and Scholes M. The pricing of options and corporate liabilities. J. Political Econom. 81 3 (1973) 637-654
-
(1973)
J. Political Econom.
, vol.81
, Issue.3
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
6
-
-
0000605667
-
Options: a Monte Carlo approach
-
Boyle P. Options: a Monte Carlo approach. J. Financial Econom. 4 3 (1977) 323-338
-
(1977)
J. Financial Econom.
, vol.4
, Issue.3
, pp. 323-338
-
-
Boyle, P.1
-
7
-
-
0001503841
-
The valuation of American put options
-
Brennan M.J., and Schwartz E.S. The valuation of American put options. J. Finance 32 2 (1977) 449-462
-
(1977)
J. Finance
, vol.32
, Issue.2
, pp. 449-462
-
-
Brennan, M.J.1
Schwartz, E.S.2
-
8
-
-
84901286863
-
Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis
-
Brennan M.J., and Schwartz E.S. Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis. J. Financial Quant. Anal. 13 (1978) 461-474
-
(1978)
J. Financial Quant. Anal.
, vol.13
, pp. 461-474
-
-
Brennan, M.J.1
Schwartz, E.S.2
-
9
-
-
0001603924
-
Evaluating natural resource investments
-
Brennan M.J., and Schwartz E.S. Evaluating natural resource investments. J. Bus. 58 2 (1985) 135-157
-
(1985)
J. Bus.
, vol.58
, Issue.2
, pp. 135-157
-
-
Brennan, M.J.1
Schwartz, E.S.2
-
10
-
-
0031590025
-
Pricing American-style securities using simulation
-
Broadie M., and Glasserman P. Pricing American-style securities using simulation. J. Econom. Dyn. Control 21 (1997) 1323-1352
-
(1997)
J. Econom. Dyn. Control
, vol.21
, pp. 1323-1352
-
-
Broadie, M.1
Glasserman, P.2
-
11
-
-
6244240080
-
Optimal exploration investments under price and geological-technical uncertainty: a real options model
-
Cortazar G., Schwartz E.S., and Casassus J. Optimal exploration investments under price and geological-technical uncertainty: a real options model. R&D Manage. 31 2 (2001) 181-189
-
(2001)
R&D Manage.
, vol.31
, Issue.2
, pp. 181-189
-
-
Cortazar, G.1
Schwartz, E.S.2
Casassus, J.3
-
13
-
-
35448977410
-
-
Dimitrakopoulos, R., 2007. Applied risk assessment for ore reserves and mine planning. Professional development short course notes, Australasian Institute of Mining and Metallurgy, Melbourne, 350pp.
-
-
-
-
14
-
-
5144235519
-
Generalized sequential Gaussian simulation on group size v and screen-effect approximations for large field simulations
-
Dimitrakopoulos R., and Luo X. Generalized sequential Gaussian simulation on group size v and screen-effect approximations for large field simulations. Math. Geol. 36 5 (2004) 567-591
-
(2004)
Math. Geol.
, vol.36
, Issue.5
, pp. 567-591
-
-
Dimitrakopoulos, R.1
Luo, X.2
-
17
-
-
33750463822
-
Managing risk and waste mining in long-term production scheduling
-
Godoy M., and Dimitrakopoulos R. Managing risk and waste mining in long-term production scheduling. SME Trans. 316 (2004) 43-50
-
(2004)
SME Trans.
, vol.316
, pp. 43-50
-
-
Godoy, M.1
Dimitrakopoulos, R.2
-
18
-
-
0035460945
-
An economic model for evaluating mining and manufacturing ventures with output yield uncertainty
-
Kamrad B., and Ernst R. An economic model for evaluating mining and manufacturing ventures with output yield uncertainty. Oper. Res. 49 5 (2001) 690-699
-
(2001)
Oper. Res.
, vol.49
, Issue.5
, pp. 690-699
-
-
Kamrad, B.1
Ernst, R.2
-
19
-
-
0032324565
-
A binomial lattice approach for valuing a mining property IPO
-
Kelly S. A binomial lattice approach for valuing a mining property IPO. Quart. Rev. Econom. Finance 38 (1998) 693-709
-
(1998)
Quart. Rev. Econom. Finance
, vol.38
, pp. 693-709
-
-
Kelly, S.1
-
20
-
-
0035578679
-
Valuing American options by simulation: a simple least-squares approach
-
Longstaff F.A., and Schwartz E.S. Valuing American options by simulation: a simple least-squares approach. Rev. Financial Stud. 14 1 (2001) 113-147
-
(2001)
Rev. Financial Stud.
, vol.14
, Issue.1
, pp. 113-147
-
-
Longstaff, F.A.1
Schwartz, E.S.2
-
21
-
-
38249001961
-
Option valuation of real assets: application to a copper mine with operating flexibility
-
Mardones J.L. Option valuation of real assets: application to a copper mine with operating flexibility. Resour. Policy 19 1 (1993) 51-65
-
(1993)
Resour. Policy
, vol.19
, Issue.1
, pp. 51-65
-
-
Mardones, J.L.1
-
22
-
-
33646745058
-
To open or not to open-or what to do with a closed copper mine
-
McCarthy J., and Monkhouse P.H.L. To open or not to open-or what to do with a closed copper mine. J. Appl. Corporate Finance 15 2 (2003) 56-66
-
(2003)
J. Appl. Corporate Finance
, vol.15
, Issue.2
, pp. 56-66
-
-
McCarthy, J.1
Monkhouse, P.H.L.2
-
23
-
-
1642581349
-
Decision making under uncertainty-real options to the rescue?
-
Miller L.T., and Park C.S. Decision making under uncertainty-real options to the rescue?. Eng. Econom. 47 2 (2002) 105-150
-
(2002)
Eng. Econom.
, vol.47
, Issue.2
, pp. 105-150
-
-
Miller, L.T.1
Park, C.S.2
-
24
-
-
0036116622
-
When are real options exercised? An empirical study of mine closings
-
Moel A., and Tufano P. When are real options exercised? An empirical study of mine closings. Rev. Financial Stud. 15 1 (2002) 35-64
-
(2002)
Rev. Financial Stud.
, vol.15
, Issue.1
, pp. 35-64
-
-
Moel, A.1
Tufano, P.2
-
25
-
-
58049163066
-
-
Monkhouse, P.H.L., Yeates, G., 2005. Beyond naïve optimization. In: Orebody Modelling and Strategic Mine Planning, The Australian Institute of Mining and Metaluurgy, Spectrum Series No. 14, 3-8.
-
-
-
-
26
-
-
0001855375
-
Valuing risk and flexibility: a comparison of methods
-
Moyen N., Slade M., and Uppal R. Valuing risk and flexibility: a comparison of methods. Resour. Policy 22 1/2 (1996) 63-74
-
(1996)
Resour. Policy
, vol.22
, Issue.1-2
, pp. 63-74
-
-
Moyen, N.1
Slade, M.2
Uppal, R.3
-
27
-
-
84959850844
-
Option valuation of claims on real assets: the case of offshore petroleum leases
-
Paddock J.L., Siegel D.R., and Smith J.L. Option valuation of claims on real assets: the case of offshore petroleum leases. Quart. J. Econom. 103 3 (1988) 479-508
-
(1988)
Quart. J. Econom.
, vol.103
, Issue.3
, pp. 479-508
-
-
Paddock, J.L.1
Siegel, D.R.2
Smith, J.L.3
-
28
-
-
0031818353
-
Numerical method for conditional simulation of Levy random fields
-
Painter S. Numerical method for conditional simulation of Levy random fields. Math. Geol. 30 2 (1998) 163-179
-
(1998)
Math. Geol.
, vol.30
, Issue.2
, pp. 163-179
-
-
Painter, S.1
-
29
-
-
0032051004
-
Valuing management flexibility: a basis to compare the standard DCF and MAP frameworks
-
Samis M., and Poulin R. Valuing management flexibility: a basis to compare the standard DCF and MAP frameworks. CIM Bull. 91 1019 (1998) 69-74
-
(1998)
CIM Bull.
, vol.91
, Issue.1019
, pp. 69-74
-
-
Samis, M.1
Poulin, R.2
-
30
-
-
33646749499
-
Valuing uncertain asset cash flows when there are no options: a real options approach
-
Samis M., Davis G.A., Laughton D., and Poulin R. Valuing uncertain asset cash flows when there are no options: a real options approach. Resour. Policy 30 (2006) 285-298
-
(2006)
Resour. Policy
, vol.30
, pp. 285-298
-
-
Samis, M.1
Davis, G.A.2
Laughton, D.3
Poulin, R.4
-
31
-
-
0000792991
-
The stochastic behaviour of commodity prices: implications for valuation and hedging
-
Schwartz E.S. The stochastic behaviour of commodity prices: implications for valuation and hedging. J. Finance 52 3 (1997) 923-973
-
(1997)
J. Finance
, vol.52
, Issue.3
, pp. 923-973
-
-
Schwartz, E.S.1
-
32
-
-
0035708319
-
Valuing managerial flexibility: an application of real-option theory to mining investments
-
Slade M.E. Valuing managerial flexibility: an application of real-option theory to mining investments. J. Environ. Econom. Manage. 41 (2001) 193-233
-
(2001)
J. Environ. Econom. Manage.
, vol.41
, pp. 193-233
-
-
Slade, M.E.1
-
33
-
-
0346524901
-
Direct sequential simulation and co-simulation
-
Soares A. Direct sequential simulation and co-simulation. Math. Geol. 33 8 (2001) 911-926
-
(2001)
Math. Geol.
, vol.33
, Issue.8
, pp. 911-926
-
-
Soares, A.1
-
34
-
-
84903989527
-
The nature of option interactions and the valuation of investments with multiple real options
-
Trigeorgis L. The nature of option interactions and the valuation of investments with multiple real options. J. Financial Quant. Anal. 28 1 (1993) 1-20
-
(1993)
J. Financial Quant. Anal.
, vol.28
, Issue.1
, pp. 1-20
-
-
Trigeorgis, L.1
-
36
-
-
32644435811
-
Bidding for Antamina: incentives in a real option context
-
Brennan M.J., and Trigeorgis L. (Eds), Oxford University Press, Oxford
-
Tufano P., and Moel A. Bidding for Antamina: incentives in a real option context. In: Brennan M.J., and Trigeorgis L. (Eds). Project Flexibility, Agency and Competition (1999), Oxford University Press, Oxford 128-150
-
(1999)
Project Flexibility, Agency and Competition
, pp. 128-150
-
-
Tufano, P.1
Moel, A.2
-
37
-
-
35449005033
-
-
Whittle, J., 1999. A decade of open pit mine planning and optimization-the craft of turning algorithms into packages. In: Twenty-eighth International Symposium on the Application of Computers and Operations Research in the Mineral Industry, Colorado School of Mines, Golden, 1999, pp. 15-24.
-
-
-
|