Cash flow at risk valuation of mining project using Monte Carlo simulations with stochastic processes calibrated on historical data-Reference-Cited by-同舟云学术

Cash flow at risk valuation of mining project using Monte Carlo simulations with stochastic processes calibrated on historical data

Published:2018-03-19 Issue:3 Volume:63 Page:171-187
ISSN:0013-791X
Container-title:The Engineering Economist
language:en
Short-container-title:The Engineering Economist

Author:

Sauvageau Mathieu¹^ORCID,Kumral Mustafa¹

Affiliation:

1. Department of Mining and Materials Engineering, McGill University, Montreal, Quebec, Canada

Funder

Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada

Publisher

Informa UK Limited

Subject

Economics and Econometrics,General Engineering,Education

Link

https://www.tandfonline.com/doi/pdf/10.1080/0013791X.2017.1413150

Reference22 articles.

1. Albrecher, H., Mayer, P., Schoutens, W. and Tistaert, J. (2006) The Little Heston Trap. Available at: https://perswww.kuleuven.be/∼u0009713/HestonTrap.pdf (accessed July 16, 2016)

2. Alesii, G. (2003) Controlling CFaR with real options. A univariate case study. Available at: http://www.realoptions.org/papers2003/AlesiiAl_on_CfaR_5.pdf (accessed September 23, 2016)

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