Cortazar Gonzalo

Gonzalo Cortazar

Information about the author Gonzalo Cortazar will soon be added to the site.
Found 3 papers in total
The valuation of multidimensional American real options using the LSM simulation method
The valuation of multidimensional American real options using the LSM simulation method
2008
In this paper we show how a multidimensional American real option may be solved using...
Evaluating environmental investments: A real options approach
Evaluating environmental investments: A real options approach
1998
The paper presents a model that determines when (at which output price level) it is...
Implementing a real option model for valuing an undeveloped oil field
Implementing a real option model for valuing an undeveloped oil field
1997
We present a no arbitrage model for evaluating an undeveloped oil field and its...
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