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Monte Carlo evaluation model of an undeveloped oil field

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  • Cortazar, Gonzalo
  • Schwartz, Eduardo S.
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    File URL: http://www.sciencedirect.com/science/article/B6W55-3YB4WB5-6/2/d16668df189cafba97c652bd25f97046
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Energy Finance & Development.

    Volume (Year): 3 (1998)
    Issue (Month): 1 ()
    Pages: 73-84

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    Handle: RePEc:eee:jefdev:v:3:y:1998:i:1:p:73-84

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    Web page: http://www.elsevier.com/locate/inca/30413

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    References

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    1. Brennan, Michael J & Schwartz, Eduardo S, 1985. "Evaluating Natural Resource Investments," The Journal of Business, University of Chicago Press, vol. 58(2), pages 135-57, April.
    2. Gibson, Rajna & Schwartz, Eduardo S, 1990. " Stochastic Convenience Yield and the Pricing of Oil Contingent Claims," Journal of Finance, American Finance Association, vol. 45(3), pages 959-76, July.
    3. Barraquand, Jérôme & Martineau, Didier, 1995. "Numerical Valuation of High Dimensional Multivariate American Securities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(03), pages 383-405, September.
    4. Schwartz, Eduardo S, 1997. " The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging," Journal of Finance, American Finance Association, vol. 52(3), pages 923-73, July.
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    Cited by:
    1. Lautier, Delphine, 2003. "The informational value of crude oil futures prices," Economics Papers from University Paris Dauphine 123456789/1245, Paris Dauphine University.
    2. Lautier, Delphine, 2003. "Les options réelles : une idée séduisante, un concept utile et multiforme, un instrument facile à créer mais difficile à valoriser," Economics Papers from University Paris Dauphine 123456789/1046, Paris Dauphine University.
    3. Augusto Castillo, 2004. "Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 41(124), pages 345-360.
    4. Lautier, Delphine, 2002. "Trois modèles de structure par terme des prix du pétrole : une comparaison," Economics Papers from University Paris Dauphine 123456789/6782, Paris Dauphine University.
    5. Lautier, Delphine, 2005. "Segmentation in the Crude Oil Futures Term Structure," Economics Papers from University Paris Dauphine 123456789/95, Paris Dauphine University.
    6. Lautier, Delphine & Simon, Yves, 2009. "Energy Finance: The Case for Derivative Markets," Economics Papers from University Paris Dauphine 123456789/1227, Paris Dauphine University.

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