Forecasts of Prices and Informed Sensitivity Analysis: Applications in Project Valuations

DOI10.1287/DECA.2022.0453MaRDI QIDQ5868905zbMATH OpenOpenAlexFDO

Authors Babak Jafarizadeh

Publication date 26 September 2022

Published in Decision Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/deca.2022.0453

zbMATH Keywords

decision making under uncertaintyfinanceforecasting modelsreal optionssensitivity analysisvaluation

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Arbitrage, rationality, and equilibrium
• Mean reversion versus random walk in oil and natural gas prices
• Project Valuation: Price Forecasts Bound to Discount Rates
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis

Cited in

(1)

• Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation

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