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ArticleMonte Carlo evaluation model of an undeveloped oil field

Gonzalo Cortázar1998

OA

Articlegreen1998

Monte Carlo evaluation model of an undeveloped oil field

Gonzalo Cortázar · Eduardo S. Schwartz

55 citations·0/0 files stored·Journal of Energy Finance & Development

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Capital Investment and Risk Analysis Stochastic processes and financial applications Mining Techniques and Economics

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References

1985Evaluating Natural Resource Investments 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging 1990Stochastic Convenience Yield and the Pricing of Oil Contingent Claims 1995Numerical Valuation of High Dimensional Multivariate American Securities 1997Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks

Cited by

2010Oil prices — Brownian motion or mean reversion? A study using a one year ahead density forecast criterion 2005Term Structure Models of Commodity Prices 2000Simulation and Numerical Methods in Real Options Valuation 2016Oil price volatility: A real option valuation approach in an African oil field 2010Some important issues involving real options: an overview 2007Real options in the energy markets

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Details

Year1998

Typearticle

Published1998-01-01

VenueJournal of Energy Finance & Development

ISSN-L1085-7443

Languageen

Citations55

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.1016/s1085-7443(99)80069-6

openalex_workW2019432885

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