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Evaluating mine plans under uncertainty: Can the real options make a difference?
16 references·7 citing·29 second hop
Evaluating mine plans under uncertainty: Can the real options make a difference? (2007)Evaluating mine plans under uncertainty: …Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Pricing American-style securities using simulation (1997)Pricing American-style securi…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyThe Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)The Nature of Option Interact…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Option pricing: A simplified approach (1979)Option pricing: A simplified …Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis (1978)Finite Difference Methods and…The Valuation of American Put Options (1977)The Valuation of American Put…THE VALUATION OF AMERICAN PUT OPTIONS (1977)THE VALUATION OF AMERICAN PUT…Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Financial and Operational Risk Management: Inventory Effects in the Gold Mining Industry (2021)Financial and Operational Ris…Alternative techniques for forecasting mineral commodity prices (2017)Alternative techniques for fo…Real options in metal mining project valuation: Review of literature (2016)Real options in metal mining …Real options decision framework: Strategic operating policies for open pit mine planning (2016)Real options decision framewo…Estimation of Mining Project Values Through Real Option Valuation Using a Combination of Hedging Strategy and a Mean Reversion Commodity Price (2016)Estimation of Mining Project …The real option value of mining operations using mean-reverting commodity prices (2014)The real option value of mini…Robust net present value (2011)Robust net present valueTheory of Rational Option Pricing (1973)Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application (1987)THE GARCH OPTION PRICING MODEL (1995)Monte Carlo methods for security pricing (1997)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)An equilibrium characterization of the term structure (1977)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Martingales and stochastic integrals in the theory of continuous trading (1981)Capital markets research in accounting (2001)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1977Options: A Monte Carlo approach1,341 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1997Pricing American-style securities using simulation614 cited
  • 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options544 cited
  • 1977THE VALUATION OF AMERICAN PUT OPTIONS504 cited
  • 1977The Valuation of American Put Options443 cited
  • 1978

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Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
413 cited

Cited by

  • 2014The real option value of mining operations using mean-reverting commodity prices81 cited
  • 2017Alternative techniques for forecasting mineral commodity prices75 cited
  • 2016Real options in metal mining project valuation: Review of literature63 cited
  • 2011Robust net present value36 cited
  • 2016Real options decision framework: Strategic operating policies for open pit mine planning23 cited
  • 2016Estimation of Mining Project Values Through Real Option Valuation Using a Combination of Hedging Strategy and a Mean Reversion Commodity Price20 cited
  • 2021Financial and Operational Risk Management: Inventory Effects in the Gold Mining Industry18 cited