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Simulation and Numerical Methods in Real Options Valuation · Study

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PreprintSimulation and Numerical Methods in Real Options Valuation

Gonzalo Cortázar2000

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Preprintgreen2000

Simulation and Numerical Methods in Real Options Valuation

Gonzalo Cortázar

40 citations·0/0 files stored·SSRN Electronic Journal

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Capital Investment and Risk Analysis Stochastic processes and financial applications Financial Reporting and Valuation Research

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References

1973The Pricing of Options and Corporate Liabilities 1979Option pricing: A simplified approach 2001Valuing American Options by Simulation: A Simple Least-Squares Approach 1985Evaluating Natural Resource Investments 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging 1977Options: A Monte Carlo approach 1997Pricing American-style securities using simulation 1979Two-State Option Pricing

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2020A simple-to-implement real options method for the energy sector 2007Real options valuation 2011Real options pricing by the finite element method 2020Stochastic analysis of a shale gas investment strategy for coping with production uncertainties 2004The Evaluation of Venture Capital as an Instalment Option: Valuing Real Options Using Real Options 2011Option Games in Water Infrastructure Investment

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2001On the Robustness of Least-Squares Monte Carlo (Lsm) for Pricing American Derivativespreprint · 10 shared references 2006Valuing Real Capital Investments Using The Least-Squares Monte Carlo Methodarticle · 9 shared references 2003On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivativesarticle · 8 shared references 2007Evaluating mine plans under uncertainty: Can the real options make a difference?article · 8 shared references 2002Real Options Valuation: A Monte Carlo Approachpreprint · 8 shared references 2007Real options valuationother · 8 shared references

Details

Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations40

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.2139/ssrn.251653

openalex_workW97419718

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2013

Placing the power of real options analysis into the hands of natural resource managers – Taking the next step

2010Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights