Decision analysis and real options: a discrete time approach to real option valuation
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Publication:816347
DOI10.1007/S10479-005-6233-9zbMATH Open1112.91028OpenAlexW1997992086MaRDI QIDQ816347FDOQ816347
Authors: Luiz E. Brandão, James S. Dyer 
Publication date: 10 March 2006
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-005-6233-9
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Cites Work
- The pricing of options and corporate liabilities
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- Option pricing: A simplified approach
- Valuing Risky Projects: Option Pricing Theory and Decision Analysis
- Evaluating leases with complex operating options
- Products of trees for investment analysis
- Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments
Cited In (26)
- Structural estimation of real options models
- Real options in operations research: a review
- An approach to the valuation and decision of ERP investment projects based on real options
- Model risk in real option valuation
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
- Real options valuation. The importance of interest rate modelling in theory and practice. With a foreword by Stewart C. Myers and Ulrich Hommel.
- Valuation of project portfolios: an endogenously discounted method
- Supply chain networks with global outsourcing and quick-response production under demand and cost uncertainty
- Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
- Simulation methods in real option valuation
- Valuing the flexibility of investing in security process innovations
- A real options approach to the valuation of a forestry investment.
- Purchasing decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection
- Applying the maximum net present value rule in valuing real options
- A real options approach for joint overhaul and replacement strategies with mean reverting prices
- A generalized complementarity approach to solving real option problems
- Title not available (Why is that?)
- A real option approach for investment opportunity valuation
- 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
- To expand and to abandon: real options under asset variance risk premium
- Venture capital evaluation model using real options
- Inventory sharing of professional optics product supply chain with equal power agents
- APPLYING REAL OPTIONS AND THE MAXIMUM NPV RULE TO MARKET ENTRY/EXIT STRATEGIES
- Discrete time modeling of mean-reverting stochastic processes for real option valuation
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