Ikeda, Y.; Kubo, O.; Kobayashi, Y. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 87-94
The stochastic-agent-on-tree method for business valuation is proposed by applying the game theory to the agent-based model. The proposed method is reduced to the real option valuation method using approximations. Demand forecasting and business valuation for computer-related industries are...