[en] COMPARISON BETWEEN THE GEOMETRIC BROWNIANO MOVEMENT AND PROCESS OF MEAN REVERSION WITH JUMPS FOR VALUATION OF EXPANSION OPTION FOR OIL FIELDS.

[en] COMPARISON BETWEEN THE GEOMETRIC BROWNIANO MOVEMENT AND PROCESS OF MEAN REVERSION WITH JUMPS FOR VALUATION OF EXPANSION OPTION FOR OIL FIELDS.

[pt] Esta dissertação procura analisar através de um estudo de caso, as alternativas de desenvolvimento de um campo de petróleo já descoberto, mas ainda não explorado, utilizando a Teoria das Opções Reais. A partir deste estudo, será possível avaliar uma alternativa de desenvolvimento da produção...

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Bibliographic Details
Main Author:	LEANDRO SOUSA DUQUE GUIMARAES
Other Authors:	CARLOS PATRICIO SAMANEZ
Language:	pt
Published:	MAXWELL 2002
Subjects:	[pt] OPCOES REAIS [en] REAL OPTIONS [pt] MOVIMENTO GEOMETRICO BROWNIANO [en] GEOMETRIC BROWNIAN MOTION [pt] REVERSAO A MEDIA COM SALTOS [en] MEAN REVERSION WITH JUMPS PROCESS
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2689@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2689@2 http://doi.org/10.17771/PUCRio.acad.2689

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