Simulation and Numerical Methods in Real Options Valuation

By Gonzalo Cortazar. 2000

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f3781765353725a6d7a3a23c8694c15d4244f32e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. S. A. Abdel Sabour
2. R. Poulin
3. Afzal S. Siddiqui
4. Chris Marnay
5. R. Wiser
6. Anil Markandya
7. Alberto Longo

In Finance

1. S. A. Abdel Sabour
2. R. Poulin
3. Afzal S. Siddiqui
4. Chris Marnay
5. R. Wiser

Citations in the corpus

• Valuing Real Capital Investments Using The Least-Squares Monte Carlo Method (2006, methodology): “The first attempt was carried out by Cortázar (2001) using a different approach, based on the algorithm of Barraquand and Martineau (1995), to value the same copper mine presented in Brennan and Schwartz (1985) and to determine the optimal switching policy.”
• Real options valuation of US federal renewable energy research, development, demonstration, and deployment (2005, methodology): “All of the solution methods summarised here are discussed in full and illustrated via numerical examples in Cortazar (2001).”