Pages that link to "Item:Q2781149"
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The following pages link to Valuing Oil Properties: Integrating Option Pricing and Decision Analysis Approaches (Q2781149):
Displayed 17 items.
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- Optimal R\&D investment for a risk-averse entrepreneur (Q631241) (← links)
- Valuing interdependent multi-stage IT investments: a real options approach (Q1038345) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
- Model risk in real option valuation (Q2241105) (← links)
- Incorporating overconfidence into real option decision-making model of metal mineral resources mining project (Q2320704) (← links)
- The valuation of multidimensional American real options using the LSM simulation method (Q2384589) (← links)
- A real option approach for investment opportunity valuation (Q2397567) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
- Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming (Q2669575) (← links)
- Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition (Q4555179) (← links)
- Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504) (← links)
- Multiple Volatility Real Options Approach to Investment Decisions Under Uncertainty (Q5868896) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)