Multiple Volatility Real Options Approach to Investment Decisions Under Uncertainty
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Cites work
- A copulas-based approach to modeling dependence in decision trees
- Asymptotics of the price oscillations of a European call option in a tree model
- scientific article; zbMATH DE number 5865552 (Why is no real title available?)
- scientific article; zbMATH DE number 6016021 (Why is no real title available?)
- Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments
- Real options in operations research: a review
- The pricing of options and corporate liabilities
- Valuing American options by simulation: a simple least-squares approach
- Valuing oil properties: Integrating option pricing and decision analysis approaches
- Valuing Risky Projects: Option Pricing Theory and Decision Analysis
Cited in
(6)- Optimal risk adoption: a real options approach
- Contrasting effects of risk on investment in two sectors: evidence from Ireland on real options
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
- The impacts of uncertainties in a real options model under incomplete information
- Real options, ambiguity, risk and insurance
- Strategic real options with stochastic volatility in a duopoly model
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