NT=Simulation path length, in years=          300
NREPS=Number of paths in calculating ENPV=     500
Parameters
r=      0.1500
theta=  0.0400
alpha=  0.0100
gamma= -3.0000
sigma=  0.1000
A0=     1.0000
K=     10.0000
Del,t.p.=  0.0200
Delta,sub-year time unit=  0.1000
Certainty relative investment trigger price,EPC=  0.210
Uncertainty relative investment trigger price, EPU=       0.213
Uncertainty Monopoly relative investment trigger price,EPM=  0.320
Setting EPBAR at   0.2115
this means EPCAP=  0.2238

If set Relative Trigger price at         0.1705
then average value, ENPV is              -0.506
Std.Dev. ENPV is                          0.003

If set Relative Trigger price at         0.2238
then average value, ENPV is               0.067
Std.Dev. ENPV is                          0.023

If set Relative Trigger price at         0.2291
then average value, ENPV is              -0.636
Std.Dev. ENPV is                          0.024
Setting EPBAR at   0.2131
this means EPCAP=  0.2232

If set Relative Trigger price at         0.1699
then average value, ENPV is              -0.502
Std.Dev. ENPV is                          0.037

If set Relative Trigger price at         0.2232
then average value, ENPV is               0.069
Std.Dev. ENPV is                          0.043

If set Relative Trigger price at         0.2282
then average value, ENPV is              -0.610
Std.Dev. ENPV is                          0.044
Setting EPBAR at   0.2161
this means EPCAP=  0.2241

If set Relative Trigger price at         0.1709
then average value, ENPV is              -0.455
Std.Dev. ENPV is                          0.051

If set Relative Trigger price at         0.2241
then average value, ENPV is               0.087
Std.Dev. ENPV is                          0.055

If set Relative Trigger price at         0.2297
then average value, ENPV is              -0.592
Std.Dev. ENPV is                          0.056