{"id":"https://openalex.org/W97419718","doi":"https://doi.org/10.2139/ssrn.251653","title":"Simulation and Numerical Methods in Real Options Valuation","display_name":"Simulation and Numerical Methods in Real Options Valuation","publication_year":2000,"publication_date":"2000-01-01","ids":{"openalex":"https://openalex.org/W97419718","doi":"https://doi.org/10.2139/ssrn.251653","mag":"97419718"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.251653","doi":"https://doi.org/10.2139/ssrn.251653","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.251653","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.251653","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5109798211","display_name":"Gonzalo Cort\u00e1zar","orcid":"https://orcid.org/0000-0001-5222-5584","observed_orcids":["https://orcid.org/0000-0001-5222-5584"]},"institutions":[{"id":"https://openalex.org/I162148367","display_name":"Pontificia Universidad Cat\u00f3lica de Chile","ror":"https://ror.org/04teye511","country_code":"CL","type":"education","lineage":["https://openalex.org/I162148367"]}],"countries":["CL"],"is_corresponding":true,"raw_author_name":"Gonzalo Cortazar","raw_affiliation_strings":["Pontificia Universidad Catolica de Chile, Departamento Ingenieria Industrial y de Sistemas, Av. Vicuna Mackenna 4860, Santiago, Chile","Pontificia universidad catolica de chile"],"raw_orcid":"https://orcid.org/0000-0001-5222-5584","affiliations":[{"raw_affiliation_string":"Pontificia Universidad Catolica de Chile, Departamento Ingenieria Industrial y de Sistemas, Av. Vicuna Mackenna 4860, Santiago, Chile","institution_ids":["https://openalex.org/I162148367"]},{"raw_affiliation_string":"Pontificia universidad catolica de chile","institution_ids":["https://openalex.org/I162148367"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5109798211"],"corresponding_institution_ids":["https://openalex.org/I162148367"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":39,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.986299991607666,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.986299991607666,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.013199999928474426,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12675","display_name":"Financial Reporting and Valuation Research","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/real-options-valuation","display_name":"real options valuation","score":0.9279999732971191},{"id":"https://openalex.org/keywords/numerical-methods","display_name":"numerical methods","score":0.6909999847412109},{"id":"https://openalex.org/keywords/binomial-tree","display_name":"binomial tree","score":0.7620000243186951},{"id":"https://openalex.org/keywords/finite-differences","display_name":"finite differences","score":0.8519999980926514},{"id":"https://openalex.org/keywords/monte-carlo-simulation","display_name":"Monte Carlo simulation","score":0.8550000190734863},{"id":"https://openalex.org/keywords/forward-induction","display_name":"forward induction","score":0.6480000019073486},{"id":"https://openalex.org/keywords/backward-induction","display_name":"backward induction","score":0.9959999918937683},{"id":"https://openalex.org/keywords/american-options","display_name":"American options","score":0.9409999847412109},{"id":"https://openalex.org/keywords/mine-valuation","display_name":"mine valuation","score":0.8930000066757202},{"id":"https://openalex.org/keywords/investment-timing","display_name":"investment timing","score":0.4359999895095825}],"concepts":[{"id":"https://openalex.org/C2780154274","wikidata":"https://www.wikidata.org/wiki/Q7126717","display_name":"Download","level":2,"score":0.7187804579734802},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.655880331993103},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6364545822143555},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.34192878007888794},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.12725034356117249},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.11084699630737305}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.251653","doi":"https://doi.org/10.2139/ssrn.251653","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.251653","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"}],"best_oa_location":{"id":"doi:10.2139/ssrn.251653","doi":"https://doi.org/10.2139/ssrn.251653","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.251653","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1963748947","https://openalex.org/W1965990425","https://openalex.org/W1980997475","https://openalex.org/W1982039177","https://openalex.org/W2014208555","https://openalex.org/W2019432885","https://openalex.org/W2047628544","https://openalex.org/W2077791698","https://openalex.org/W2116630185","https://openalex.org/W2126258480","https://openalex.org/W2126311658","https://openalex.org/W2141186877","https://openalex.org/W2146612430","https://openalex.org/W2163825837","https://openalex.org/W3122694394"],"related_works":["https://openalex.org/W2490186639","https://openalex.org/W2685283061","https://openalex.org/W76533516","https://openalex.org/W7027385694","https://openalex.org/W3123653240","https://openalex.org/W3122975777","https://openalex.org/W2107326776","https://openalex.org/W2108162575","https://openalex.org/W2463752750","https://openalex.org/W1980093364"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":3}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}
