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A Binomial Lattice Approach for Valuing a Mining Property IPO

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  • Kelly, Simone

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  • Kelly, Simone, 1998. "A Binomial Lattice Approach for Valuing a Mining Property IPO," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 693-709.
  • Handle: RePEc:eee:quaeco:v:38:y:1998:i:3:p:693-709
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    References listed on IDEAS

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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 135-157, April.
    2. Robert McDonald & Daniel Siegel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, Oxford University Press, vol. 101(4), pages 707-727.
    3. Constantinides, George M, 1978. "Market Risk Adjustment in Project Valuation," Journal of Finance, American Finance Association, vol. 33(2), pages 603-616, May.
    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 923-973, July.
    5. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    6. James L. Paddock & Daniel R. Siegel & James L. Smith, 1988. "Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases," The Quarterly Journal of Economics, Oxford University Press, vol. 103(3), pages 479-508.
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    Cited by:

    1. Dehghani, Hesam & Ataee-pour, Majid & Esfahanipour, Akbar, 2014. "Evaluation of the mining projects under economic uncertainties using multidimensional binomial tree," Resources Policy, Elsevier, vol. 39(C), pages 124-133.
    2. Dehghani, Hesam & Ataee-pour, Majid, 2012. "Determination of the effect of operating cost uncertainty on mining project evaluation," Resources Policy, Elsevier, vol. 37(1), pages 109-117.
    3. Pedro Godinho, 2006. "Monte Carlo Estimation of Project Volatility for Real Options Analysis," GEMF Working Papers 2006-01, GEMF, Faculty of Economics, University of Coimbra.
    4. Savolainen, Jyrki, 2016. "Real options in metal mining project valuation: Review of literature," Resources Policy, Elsevier, vol. 50(C), pages 49-65.
    5. Dimitrakopoulos, Roussos G. & Abdel Sabour, Sabry A., 2007. "Evaluating mine plans under uncertainty: Can the real options make a difference?," Resources Policy, Elsevier, vol. 32(3), pages 116-125, September.
    6. repec:eee:jrpoli:v:52:y:2017:i:c:p:393-404 is not listed on IDEAS
    7. Arthur E. Attema & Anna K. Lugnér & Talitha L. Feenstra, 2010. "Investment in antiviral drugs: a real options approach," Health Economics, John Wiley & Sons, Ltd., vol. 19(10), pages 1240-1254.
    8. repec:bla:acctfi:v:57:y:2017:i:2:p:511-531 is not listed on IDEAS

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