Cash flow at risk valuation of mining project using Monte Carlo simulations with stochastic processes calibrated on historical data
Year of publication: |
July-September 2018
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Authors: | Sauvageau, Mathieu ; Kumral, Mustafa |
Published in: |
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers. - Hoboken, NJ : [Verlag nicht ermittelbar], ISSN 0013-791X, ZDB-ID 240476-X. - Vol. 63.2018, 3, p. 171-187
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Subject: | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
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