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Monte Carlo evaluation model of an undeveloped oil field
5 references·6 citing·38 second hop
Monte Carlo evaluation model of an undeveloped oil field (1998)Monte Carlo evaluation model of an undeve…The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks (1997)Monte Carlo Estimation of Ame…Numerical Valuation of High Dimensional Multivariate American Securities (1995)Numerical Valuation of High D…Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Stochastic Convenience Yield …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Oil price volatility: A real option valuation approach in an African oil field (2016)Oil price volatility: A real …Some important issues involving real options: an overview (2010)Some important issues involvi…Oil prices — Brownian motion or mean reversion? A study using a one year ahead density forecast criterion (2010)Oil prices — Brownian motion …Real options in the energy markets (2007)Real options in the energy ma…Term Structure Models of Commodity Prices (2005)Term Structure Models of Comm…Simulation and Numerical Methods in Real Options Valuation (2000)Simulation and Numerical Meth…The Pricing of Options and Corporate Liabilities (1973)Investment Under Uncertainty. (1994)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Options: A Monte Carlo approach (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Monte Carlo methods for security pricing (1997)Regression methods for pricing complex American-style options (2001)Monte Carlo valuation of American options (2002)The Variation of Certain Speculative Prices (1963)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The variation of certain speculative prices (1997)Multiscale Combined Model Based on Run‐Length‐Judgment Method and Its Application in Oil Price Forecasting (2014)News sentiment and jumps in energy spot and futures markets (2016)Review of Economic Studies (2010)Time‐Varying Spot and Futures Oil Price Dynamics (2013)Too much of a good thing? Speculative effects on commodity futures curves (2018)A Theory of the Term Structure of Interest Rates (1985)An Empirical Comparison of Alternative Models of the Short-Term Interest Rate (1992)Financialization of Commodity Markets (2013)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Theory of Rational Option Pricing (1973)Pricing American-style securities using simulation (1997)Brownian Motion and Stochastic Calculus (2007)Determinants of corporate borrowing (1977)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)An equilibrium characterization of the term structure (1977)Investment under Uncertainty (1994)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)Option pricing: A simplified approach (1979)Real options valuation (2007)Real options pricing by the finite element method (2011)A simple-to-implement real options method for the energy sector (2020)Diesel or Electric Jeepney? A Case Study of Transport Investment in the Philippines Using the Real Options Approach (2019)Investment Valuation Model of Public Rental Housing PPP Project for Private Sector: A Real Option Perspective (2019)Black gold falls, black plague arise - An Opec crude oil price forecast using a gray prediction model (2020)
this work references cited by second hop

References

  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1990Stochastic Convenience Yield and the Pricing of Oil Contingent Claims1,058 cited
  • 1995Numerical Valuation of High Dimensional Multivariate American Securities325 cited
  • 1997Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks99 cited

Cited by

  • 2010Oil prices — Brownian motion or mean reversion? A study using a one year ahead density forecast criterion58 cited
  • 2005Term Structure Models of Commodity Prices46 cited
  • 2000Simulation and Numerical Methods in Real Options Valuation40 cited
  • 2016Oil price volatility: A real option valuation approach in an African oil field35 cited
  • 2010Some important issues involving real options: an overview22 cited
  • 2007Real options in the energy markets21 cited

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