The real option value of mining operations using mean-reverting commodity prices
Kuangyuan Zhang, Antonio Nieto, Andrew N. Kleit
| Year of publication: |
June 2015
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|---|---|
| Authors: | Zhang, Kuangyuan ; Nieto, Antonio ; Kleit, Andrew N. |
| Published in: |
Mineral economics : raw materials report. - Heidelberg : Springer, ISSN 2191-2203, ZDB-ID 2625632-0. - Vol. 28.2015, 1/2, p. 11-22
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| Subject: | Real option | Mean-reverting process | Operational flexibility | Option exercising probability | Gold price | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Mean Reversion | Mean reversion | Rohstoffpreis | Commodity price | Gold | Goldbergbau | Gold mining | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13563-014-0048-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011504671