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

DOI10.1007/S10479-016-2344-8zbMATH Open1415.91309OpenAlexW2531470941MaRDI QIDQ1698282FDOQ1698282

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

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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)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis
• Decision analysis and real options: a discrete time approach to real option valuation
• Valuing interdependent multi-stage IT investments: a real options approach
• A fuzzy pay-off method for real option valuation

Cited In (7)

• Multi-stage IT project evaluation: The flexibility value obtained by implementing and resolving Berk, Green and Naik (2004) model
• Title not available (Why is that?)
• Title not available (Why is that?)
• A real option approach for investment opportunity valuation
• 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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