The expected lifetime of an extraction project

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 467, Issue 2125, 2011, Pages 244-263

  Evatt, G W ^a   Johnson, P V ^a   Duck, P W ^a   Howell, S D ^b   Moriarty, J ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Feynman Kac; Finite resource valuations; Real options; Stochastic partial differential equations

Indexed keywords

PARTIAL DIFFERENTIAL EQUATIONS; RESOURCE VALUATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

CLOSED FORM SOLUTIONS; EXPECTED LIFETIME; FEYNMAN-KAC; FINITE RESOURCES; MINING COMPANIES; NUMERICAL TECHNIQUES; PRICE PROCESS; REAL OPTIONS; SEMI-LAGRANGIAN; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION;

COSTS;

EID: 79251528882     PISSN: 13645021     EISSN: 14712946     Source Type: Journal    
DOI: 10.1098/rspa.2010.0247     Document Type: Article

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