A numerical study for a mining project using real options valuation under commodity price uncertainty

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A numerical study for a mining project using real options valuation under commodity price uncertainty

Commodity price is an important factor for mining companies, as price volatility is a key parameter for mining project evaluation and investment decision making. The conventional discounted cash flow (DCF) methods are broadly used for mining project valuations, however, based on commodity price unce...

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Bibliographic Details
Main Authors:	Haque, M, Topal, Erkan, Lilford, Eric
Format:	Journal Article
Published:	Pergamon 2014
Subjects:	Historical volatility - Partial differential equation Finite difference method Stochastic differential equation Real options valuation Discounted cash flow
Online Access:	http://hdl.handle.net/20.500.11937/27195

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