Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Year of publication: |
2014
|
---|---|
Authors: | Vianello, Juliano Melquiades ; Costa, Letícia de Almeida ; Teixeira, José Paulo |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 45.2014, p. 10-18
|
Subject: | Stochastic process | Mean reversion movement | Real options | Monte Carlo simulation | Project analysis | Monte-Carlo-Simulation | Realoptionsansatz | Real options analysis | Stochastischer Prozess | Mean Reversion | Mean reversion | Projektmanagement | Project management | Petrochemische Industrie | Petrochemical industry | Optionspreistheorie | Option pricing theory | Simulation |
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