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Proceedings Papers

Practical Portfolio Simulation: Determining the Precision of a Probability Distribution of a Large Asset Portfolio When the Underlying Project Economics are Captured by a Small Number of Discrete Scenarios

B. J. A. Willigers
Paper presented at the SPE Annual Technical Conference and Exhibition, October 4–7, 2009
Paper Number: SPE-124180-MS
DOI: https://doi.org/10.2118/124180-MS
... of probability-weighted discrete scenarios. In a corporate portfolio simulation, a project sample would be drawn from these discrete distributions as opposed to the original continuous distributions. If either a global assumption needs revision or a single asset requires recalculating, the economics...
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