Implementing a Real Option Model for Valuing an Undeveloped Oil Field
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Publication:4354950
DOI10.1111/J.1475-3995.1997.TB00069.XzbMATH Open0885.90074OpenAlexW4245019755MaRDI QIDQ4354950FDOQ4354950
Authors: Gonzalo Cortazar, Eduardo S. Schwartz 
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
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Case-oriented studies in operations research (90B90) Corporate finance (dividends, real options, etc.) (91G50)
Cites Work
Cited In (10)
- Rescaling-contraction with a lower cost technology when revenue declines
- An RBF approach for oil futures pricing under the jump-diffusion model
- Valuing flexibility in offshore petroleum projects
- Re-evaluating natural resource investments under uncertainty: an alternative to limited traditional approaches
- Switching from oil to gas production in a depleting field
- Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
- Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming
- Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments
- Stochastic models for oil prices and the pricing of futures on oil
- The valuation of multidimensional American real options using the LSM simulation method
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