Details

Title

Hard coal project valuation based on real options approach: multiplicative vs. arithmetic stochastic process

Journal title

Gospodarka Surowcami Mineralnymi - Mineral Resources Management

Yearbook

2016

Volume

vol. 32

Numer

No 1

Publication authors

Divisions of PAS

Nauki Techniczne

Description

Gospodarka Surowcami Mineralnymi – Mineral Resources Management is a journal of the MEERI PAS and the Committee for Sustainable Mineral Resources Management of the Polish Academy of Sciences. The journal has been published continuously since 1985. It is one of the leading journals in the Polish market, publishing original scientific papers by Polish and foreign authors in the field broadly understood as the management of mineral resources. Articles are published in English. All articles are reviewed by at least two independent reviewers (the Editorial Board selects articles according to the “double-blind review” principle).

Publisher

Instytut Gospodarki Surowcami Mineralnymi i Energią PAN ; Komitet Zrównoważonej Gospodarki Surowcami Mineralnymi PAN

Date

2016

Identifier

ISSN 0860-0953

References

Black (1973), The Pricing of Options and Corporate Liabilities Journal of Chicago Illinois, Political Economy, 81, doi.org/10.1086/260062 ; Samuelson (1965), A Rational Theory of Warrant Pricing Industrial InCollected Works of Paul MIT Press, Management Review, 2. ; Osborne (1959), Brownian Motion in the Stock Market, Operations Research, 7, 145, doi.org/10.1287/opre.7.2.145 ; Poitras (1998), Spread Options Exchange Options and Arithmetic Brownian Motion, Futures Markets, 18, 487, doi.org/10.1002/(SICI)1096-9934(199808)18:5<487::AID-FUT1>3.0.CO;2-Z

DOI

10.1515/gospo-2016-0006

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