Using managerial revenue and cost estimates to value early stage real option investments

DOI10.1007/S10479-016-2344-8MaRDI QIDQ1698282zbMATH OpenOpenAlexFDO

Authors Sebastian Jaimungal, Yuri Lawryshyn

Publication date 15 February 2018

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-016-2344-8

zbMATH Keywords

investment analysisreal optionsrisk-neutral valuationcash-flow analysisproject valuation

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• scientific article; zbMATH DE number 17495 (Why is no real title available?)
• A fuzzy pay-off method for real option valuation
• Decision analysis and real options: a discrete time approach to real option valuation
• The pricing of options and corporate liabilities
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis
• Valuing interdependent multi-stage IT investments: a real options approach

Cited in

(11)

• Multi-stage IT project evaluation: The flexibility value obtained by implementing and resolving Berk, Green and Naik (2004) model
• Valuation of renewable energy investments. Practices among German and Swiss investment professionals
• A practical analytical model for valuing early stage investments using real options
• scientific article; zbMATH DE number 5310146 (Why is no real title available?)
• scientific article; zbMATH DE number 7529532 (Why is no real title available?)
• Volatility estimation for stochastic project value models
• A real option approach for investment opportunity valuation
• Estimating parameters for technology investments: an application to 3d printing
• Valuation of expansion flexibility in flexible manufacturing system investments using sequential exchange options
• Venture capital evaluation model using real options
• Decision analysis and real options: a discrete time approach to real option valuation

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