Valuing Modularity as a Real Option

DOI10.1287/MNSC.1090.1070zbMath1232.91705OpenAlexW2129304908MaRDI QIDQ3117870

Nicola Fusari, Andrea Gamba

Publication date: 1 March 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/fb5e4f992830abd1c3b30a508cec3aeb8ec6851d

zbMATH Keywords

real optionsmodularityleast-squares Monte Carlo

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (4)

Stepwise investment and capacity sizing under uncertainty ⋮ Valuation of \(N\)-stage investments under jump-diffusion processes ⋮ Real options in operations research: a review ⋮ Pricing and modularity decisions under competition

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