Pricing mining concessions based on combined multinomial pricing model

DOI10.1155/2017/2196702zbMath1405.91499OpenAlexW2575952567WikidataQ59143101 ScholiaQ59143101MaRDI QIDQ2398570

Chang Xiao, Jinsheng Zhou

Publication date: 16 August 2017

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/2196702

zbMATH Keywords

annualized volatilitycopper mine concessionmineral productsmining concessionmultinomial pricing model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Cites Work

• Unnamed Item
• Unnamed Item
• Strategic real options with stochastic volatility in a duopoly model
• A multinomial tree model for pricing credit default swap options
• On the investment-uncertainty relationship in a real option model with stochastic volatility
• Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree
• The Distribution of Realized Exchange Rate Volatility
• Option pricing: A simplified approach

This page was built for publication: Pricing mining concessions based on combined multinomial pricing model