A numerical study for a mining project using real options valuation under commodity price uncertainty
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- Savolainen, Jyrki, 2016. "Real options in metal mining project valuation: Review of literature," Resources Policy, Elsevier, vol. 50(C), pages 49-65.
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More about this item
KeywordsReal options valuation; Historical volatility; Discounted cash flow; Stochastic differential equation; Partial differential equation; Finite difference method; G13; Q3;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation
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