Implementing a Real Option Model for Valuing an Undeveloped Oil Field
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Publication:4354950
DOI10.1111/j.1475-3995.1997.tb00069.xzbMath0885.90074OpenAlexW4245019755MaRDI QIDQ4354950
Eduardo S. Schwartz, Gonzalo Cortazar
Publication date: 17 September 1997
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/197420
Case-oriented studies in operations research (90B90) Corporate finance (dividends, real options, etc.) (91G50)
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An RBF approach for oil futures pricing under the jump-diffusion model ⋮ The valuation of multidimensional American real options using the LSM simulation method ⋮ Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil ⋮ Re-evaluating natural resource investments under uncertainty: an alternative to limited traditional approaches ⋮ Stochastic Models for Oil Prices and the Pricing of Futures on Oil
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