Concepedia

A binomial lattice approach for valuing a mining property IPO

Simone Kelly

The Quarterly Review of Economics and Finance · 1998 · 48 citations · 13 references

DOI

Concepts

References

13

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

, , +13

Evaluating Natural Resource Investments

Michael J. Brennan, Eduardo S. Schwartz · The Journal of Business · 1985 · 2.4K citations

, , +17

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

, , +17

Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases

James L. Paddock, Daniel R. Siegel, James L. Smith · The Quarterly Journal of Economics · 1988 · 829 citations

, , +17

The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options

Lenos Trigeorgis · Journal of Financial and Quantitative Analysis · 1993 · 550 citations

, , +17