Decision analysis and real options: a discrete time approach to real option valuation
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Cites work
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- Evaluating leases with complex operating options
- Option pricing: A simplified approach
- Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments
- Products of trees for investment analysis
- The pricing of options and corporate liabilities
- Valuing Risky Projects: Option Pricing Theory and Decision Analysis
Cited in
(26)- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
- To expand and to abandon: real options under asset variance risk premium
- Simulation methods in real option valuation
- Valuation of project portfolios: an endogenously discounted method
- Supply chain networks with global outsourcing and quick-response production under demand and cost uncertainty
- Using managerial revenue and cost estimates to value early stage real option investments
- Valuing the flexibility of investing in security process innovations
- scientific article; zbMATH DE number 7529532 (Why is no real title available?)
- Venture capital evaluation model using real options
- A real options approach for joint overhaul and replacement strategies with mean reverting prices
- Inventory sharing of professional optics product supply chain with equal power agents
- Discrete time modeling of mean-reverting stochastic processes for real option valuation
- Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation
- A real options approach to the valuation of a forestry investment.
- A generalized complementarity approach to solving real option problems
- Purchasing decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection
- Real options in operations research: a review
- Applying the maximum net present value rule in valuing real options
- Applying the maximum NPV rule with discounted/growth factors to a flexible production scale model
- An approach to the valuation and decision of ERP investment projects based on real options
- Structural estimation of real options models
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
- Model risk in real option valuation
- A real option approach for investment opportunity valuation
- Real options valuation. The importance of interest rate modelling in theory and practice. With a foreword by Stewart C. Myers and Ulrich Hommel.
- APPLYING REAL OPTIONS AND THE MAXIMUM NPV RULE TO MARKET ENTRY/EXIT STRATEGIES
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