Pricing options on investment project expansions under commodity price uncertainty

Author:

Li Nan, ,Wang Song,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Valuation of mining projects under dynamic model framework;Annals of Operations Research;2023-09-02

2. Wavelet Method for Pricing Options on Two-Stage Expansion of Investment Project;2023 International Conference on Applied Mathematics & Computer Science (ICAMCS);2023-08-08

3. DG method for valuation of two-stage expansion options;APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE’22): Proceedings of the 48th International Conference “Applications of Mathematics in Engineering and Economics”;2023

4. Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method;Applied Mathematics and Computation;2022-05

5. Dispersed Analysts’ Forecasts of Firms’ Operational Uncertainties and Stock Returns;Journal of Behavioral Finance;2021-02-04

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