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Evaluation of the mining projects under economic uncertainties using multidimensional binomial tree
14 references·2 citing·37 second hop
Evaluation of the mining projects under economic uncertainties using multidimensional binomial tree (2014)Evaluation of the mining projects under e…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Determination of the effect of operating cost uncertainty on mining project evaluation (2012)Determination of the effect o…Adjusted Real Option Valuation to Maximise Mining Project Value - A Case Study Using Century Mine (2009)Adjusted Real Option Valuatio…Options, futures and other derivatives (2008)Options, futures and other de…Valuing Real Capital Investments Using The Least-Squares Monte Carlo Method (2006)Valuing Real Capital Investme…Valuing uncertain asset cash flows when there are no options: A real options approach (2005)Valuing uncertain asset cash …When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)When Are Real Options Exercis…Real Options Valuation: A Monte Carlo Approach (2002)Real Options Valuation: A Mon…Implementing derivatives models (1998)Implementing derivatives mode…A binomial lattice approach for valuing a mining property IPO (1998)A binomial lattice approach f…Valuing risk and flexibility (1996)Valuing risk and flexibilityThe Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)The Nature of Option Interact…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Option pricing: A simplified approach (1979)Option pricing: A simplified …Evaluation of mining projects subjected to economic uncertainties using the Monte Carlo simulation and the binomial tree method: Case study in a phosphate mine in Egypt (2022)Evaluation of mining projects…A random walk through the trees: Forecasting copper prices using decision learning methods (2020)A random walk through the tre…The Pricing of Options and Corporate Liabilities (1973)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Investing in CO2 transport infrastructure under uncertainty: A comparison between ships and pipelines (2015)Real options in metal mining project valuation: Review of literature (2016)Real options valuation of photovoltaic power investments in existing buildings (2019)Principles of Corporate Finance. (1981)Investment Under Uncertainty. (1994)Estimating the volatility of mining projects considering price and operating cost uncertainties (2006)The real option value of mining operations using mean-reverting commodity prices (2014)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)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Theory of rational option pricing (2005)The Value of Waiting to Invest (1982)Challenges to the practical implementation of modeling and valuing real options (1998)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)Real options theory in strategic management (2016)Investment under Uncertainty (1994)Response to Comments on Brandão et al. (2005) (2005)On improving the least squares Monte Carlo option valuation method (2008)Limited-dependent and qualitative variables in econometrics (1983)Real options and preemption under incomplete information (2002)Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms (2005)The financial economics of gold — A survey (2015)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Risk-Neutral Pricing Approach for Evaluating BOT Highway Projects with Government Minimum Revenue Guarantee Options (2011)PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis (2014)Valuing Energy Options in a One Factor Model Fitted to Forward Prices (1999)Spread Option Valuation and the Fast Fourier Transform (2002)On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives (2003)
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References

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  • 1985Evaluating Natural Resource Investments2,379 cited
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  • 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options544 cited
  • 2002When Are Real Options Exercised? An Empirical Study of Mine Closings324 cited
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  • 2020A random walk through the trees: Forecasting copper prices using decision learning methods

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39 cited
  • 2022Evaluation of mining projects subjected to economic uncertainties using the Monte Carlo simulation and the binomial tree method: Case study in a phosphate mine in Egypt25 cited