A new mathematical model for pricing a mine extraction project
DOI10.1016/J.NONRWA.2019.04.007zbMATH Open1433.35412OpenAlexW2947552990WikidataQ127926374 ScholiaQ127926374MaRDI QIDQ2286643FDOQ2286643
Authors: Michele Pignotti, M. Suárez-Taboada, Carlos Vázquez 
Publication date: 22 January 2020
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2019.04.007
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Numerical methods (including Monte Carlo methods) (91G60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Brownian motion (60J65) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Cauchy-Kovalevskaya theorems (35A10)
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- The expected lifetime of an extraction project.
- Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty
Cited In (8)
- Towards realistic microeconomic models of mineral exploitation. III
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- Pricing mining concessions based on combined multinomial pricing model
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- Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty
- Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method
- A long-term mathematical model for mining industries
- Pricing options on investment project expansions under commodity price uncertainty
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