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Volumn 1, Issue , 2010, Pages 358-363

The derivation and impact of an optimal cut-off grade regime upon mine valuations

Author keywords

Real Options; Reserve valuations; Stochastic control

Indexed keywords

COMMODITY PRICES; CONTINGENT CLAIMS; CUT-OFF; CUT-OFF GRADE; EXTRACTION PROCESS; MATHEMATICAL ALGORITHMS; MINING COMPANIES; ORE GRADES; PRICE UNCERTAINTY; REAL-OPTIONS; RESERVE VALUATIONS; STOCHASTIC CONTROL;

EID: 79251505067     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (5)

References (14)
  • 1
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    • Black, F.1
  • 2
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    • Caccetta, L., and Hill, S.P., An Application of Branch and Cut to Open Pit Mine Scheduling, Journal of Global Optimisation, 27, pp. 349-365, 2003.
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  • 4
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    • Chen, Z., and Forsyth, P.A., A semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation, Siam J. Sci. Comput., 30, 1, pp. 339-368, 2007.
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    • Chen, Z.1    Forsyth, P.A.2
  • 7
    • 78649884501 scopus 로고    scopus 로고
    • Stochastic Mine Planning - Example and Value from Integrating Long- and Short-Term Mine Planning Through Simulated Grade Control
    • The Australasian Institute of Mining and Metallurgy, Melbourne, second edition
    • Jewbali, A., and Dimitrakopoulos, R., Stochastic Mine Planning - Example and Value from Integrating Long- and Short-Term Mine Planning Through Simulated Grade Control, Orebody Modelling and Strategic Mine Planning, The Australasian Institute of Mining and Metallurgy, Melbourne, second edition, pp. 327-333, 2009.
    • (2009) Orebody Modelling and Strategic Mine Planning , pp. 327-333
    • Jewbali, A.1    Dimitrakopoulos, R.2
  • 8
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    • Martinez, L.A., Designing, Planning and Evaluating a Gold Mine Project Under In-Situ Metal Grade and Metal Price Uncertainties, Orebody Modelling and Strategic Mine Planning, The Australasian Institute of Mining and Metallurgy, Melbourne, second edition, pp. 225-234, 2009.
    • (2009) Orebody Modelling and Strategic Mine Planning , pp. 225-234
    • Martinez, L.A.1
  • 10
    • 58049167547 scopus 로고    scopus 로고
    • Stochastic Optimisation of Long-Term Production Scheduling for Open Pit Mines with a New Integer Programming Formulation
    • The Australasian Institute of Mining and Metallurgy, Melbourne, second edition
    • Ramazan, S., and Dimitrakopoulos, R., Stochastic Optimisation of Long-Term Production Scheduling for Open Pit Mines with a New Integer Programming Formulation, Orebody Modelling and Strategic Mine Planning, The Australasian Institute of Mining and Metallurgy, Melbourne, second edition, pp. 385-391, 2007.
    • (2007) Orebody Modelling and Strategic Mine Planning , pp. 385-391
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  • 11
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    • The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
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    • Schwartz, E.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.