Managing a portfolio of real options: Sequential exploration of dependent prospects

Energy Journal

Volumn 29, Issue SPECIAL ISSUE, 2008, Pages 43-61

  Smith, James L ^a   Thompson, Rex ^a  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 56349104510     PISSN: 01956574     EISSN: None     Source Type: Trade Journal    
DOI: 10.5547/issn0195-6574-ej-vol29-nosi-4     Document Type: Article

References (14)

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10. Stabell, C. B. (2000). "Two Alternative Approaches to Modeling Risks in Prospects with Dependent Layers" Society of Petroleum Engineers, SPE Paper 63204.
11. Tong, Y L. (1980), Probability Inequalities in Multivariate Distributions, New York: Academic Press.
12. Trigeorgis, L. (1993). "The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options," Journal of Financial and Quantitative Analysis, 28: 1-20.
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