Applying the maximum net present value rule in valuing real options

DOI10.1080/09720502.2004.10700374zbMATH Open1102.91052OpenAlexW2009201475MaRDI QIDQ5691682FDOQ5691682

Authors: Tyrone T. Lin 

Publication date: 27 September 2005

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2004.10700374

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zbMATH Keywords

entryreal optionsexitdiscount factormaximum net present value

Mathematics Subject Classification ID

Cites Work

• The pricing of options and corporate liabilities

Cited In (4)

• Using managerial revenue and cost estimates to value early stage real option investments
• Applying the maximum NPV rule with discounted/growth factors to a flexible production scale model
• APPLYING REAL OPTIONS AND THE MAXIMUM NPV RULE TO MARKET ENTRY/EXIT STRATEGIES
• Decision analysis and real options: a discrete time approach to real option valuation

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