Valuation of a hypothetical mining project under commodity price and exchange rate uncertainties by using numerical methods
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DOI: 10.1016/j.resourpol.2017.04.004
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Cited by:
- Ewees, Ahmed A. & Elaziz, Mohamed Abd & Alameer, Zakaria & Ye, Haiwang & Jianhua, Zhang, 2020. "Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility," Resources Policy, Elsevier, vol. 65(C).
- Alameer, Zakaria & Elaziz, Mohamed Abd & Ewees, Ahmed A. & Ye, Haiwang & Jianhua, Zhang, 2019. "Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm," Resources Policy, Elsevier, vol. 61(C), pages 250-260.
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More about this item
Keywords
Discounted cash flow; Real options valuation; Geometric Brownian Motion; Commodity price; Volatility; Implicit FDM and explicit FDM; Radial basis function; Exchange rate;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
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