发明名称 |
METHOD OF VALUATION OF GEOLOGICAL ASSET OR INFORMATION RELATING THERETO IN THE PRESENCE OF UNCERTAINTIES |
摘要 |
Methods are disclosed for assigning a value to a geological asset or information relating thereto in the presence of private and public sources of uncertainties. The private and public uncertainties associated with a geological asset or information associated therewith are defined, and private uncertainties are assigned a subjective probability representing the best state of knowledge currently available. A multi-dimensional valuation-time lattice is constructed using the subjective probabilities for the private uncertainties and using risk-neutral probabilities for the public uncertainties. A backward recursion through the multi-dimensional lattice is performed in order to generate a present value for the asset given the present information available. During the backward recursion, a tally of delta hedging coefficients is generated and stored in order to provide an operational "map" or "decision pathway" should the project move forward. |
申请公布号 |
US2013304617(A1) |
申请公布日期 |
2013.11.14 |
申请号 |
US201313784666 |
申请日期 |
2013.03.04 |
申请人 |
CORPORATION SCHLUMBERGER TECHNOLOGY;SCHLUMBERGER TECHNOLOGY CORPORATION |
发明人 |
WILKINSON DAVID J.;CHUGUNOV NIKITA;BAILEY WILLIAM J.;COUET BENOIT;RAMAKRISHNAN TERIZHANDUR S. |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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