Optimisation with options

We provide a valuation framework for mining projects incorporating options to vary mining, processing and stockpiling rates, options to alter processing and stockpiling cutoff grades, options to expand mining and processing capacities and the option to abandon. Each of these real operating options i...

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Main Authors: Elkington, T., Gould, John
Format: Journal Article
Published: Institute of Mining and Metallurgy 2011
Online Access:http://hdl.handle.net/20.500.11937/41024
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author Elkington, T.
Gould, John
author_facet Elkington, T.
Gould, John
author_sort Elkington, T.
building Curtin Institutional Repository
collection Online Access
description We provide a valuation framework for mining projects incorporating options to vary mining, processing and stockpiling rates, options to alter processing and stockpiling cutoff grades, options to expand mining and processing capacities and the option to abandon. Each of these real operating options is exercisable in response to price variability for the mineral being mined. With a case study application, we demonstrate that project optimisation with recognition of real options (versus without) entails: increased project value, as expected; and, at project outset, prescription of lower processing capacity (with lower associated capital expenditure), higher processing cutoff grade and greater use of stockpiles.
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spelling curtin-20.500.11937-410242017-09-13T16:05:06Z Optimisation with options Elkington, T. Gould, John We provide a valuation framework for mining projects incorporating options to vary mining, processing and stockpiling rates, options to alter processing and stockpiling cutoff grades, options to expand mining and processing capacities and the option to abandon. Each of these real operating options is exercisable in response to price variability for the mineral being mined. With a case study application, we demonstrate that project optimisation with recognition of real options (versus without) entails: increased project value, as expected; and, at project outset, prescription of lower processing capacity (with lower associated capital expenditure), higher processing cutoff grade and greater use of stockpiles. 2011 Journal Article http://hdl.handle.net/20.500.11937/41024 10.1179/1743286311Y.0000000013 Institute of Mining and Metallurgy restricted
spellingShingle Elkington, T.
Gould, John
Optimisation with options
title Optimisation with options
title_full Optimisation with options
title_fullStr Optimisation with options
title_full_unstemmed Optimisation with options
title_short Optimisation with options
title_sort optimisation with options
url http://hdl.handle.net/20.500.11937/41024