Project pricing with the Black-Scholes-formula

zbMATH Open1356.91092MaRDI QIDQ2960767FDOQ2960767

Authors: Markus Schmitt 

Publication date: 17 February 2017

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zbMATH Keywords

option pricingdecision treeBlack-Scholes formulaproduct innovationreal optionproject evaluation

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (2)

• Valuing Risky Projects: Option Pricing Theory and Decision Analysis
• Pricing an option on revenue from an innovation: an application to movie box office revenue

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