Valuing multifactor real options using an implied binomial tree
Year of publication: |
2010
|
---|---|
Authors: | Wang, Tianyang ; Dyer, James S. |
Published in: |
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS. - Catonsville, MD : Institute for Operations Research and the Management Sciences, ISSN 1545-8490, ZDB-ID 2141455-5. - Vol. 7.2010, 2, p. 185-195
|
Subject: | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Optionsgeschäft | Option trading | CAPM |
-
Valuing Multifactor Real Options Using an Implied Binomial Tree
Wang, Tianyang, (2015)
-
Certainty equivalent, risk premium and asset pricing
Zhang, Zhiqiang, (2010)
-
Company valuation under risk and flexibility : discrete models comparsion
Culík, Miroslav, (2014)
- More ...
-
Valuing Real Options in the Volatile Real World
Harikae, Seiji, (2020)
-
A Copulas-Based Approach to Modeling Dependence in Decision Trees
Wang, Tianyang, (2012)
-
A copulas-based approach to modeling dependence in decision trees
Wang, Tianyang, (2012)
- More ...