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A probabilistic Monte Carlo model for pricing discrete barrier and compound real options
Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: Journal of derivatives & hedge funds 20 (2014) 2, pp. 113-126
Persistent link: https://www.econbiz.de/10010462984
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Optimization of a portfolio of investment projects : a real options approach using the Omega measure
Castro, Javier Gutiérrez; Tito, Edison Americo Huarsaya; … - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-17
Investment decisions usually involve the assessment of more than one financial asset or investment project (real asset). The most appropriate way to analyze the viability of a real asset is not to study it in isolation but as part of a portfolio with correlations between the input variables of...
Persistent link: https://www.econbiz.de/10012795316
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Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni - In: Computational economics 43 (2014) 3, pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
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A neural network approach to value R&D compound american exchange option
Villani, Giovanni - In: Computational economics 60 (2022) 1, pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
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Investors' reaction to the government credibility problem : a real option analysis of emission permit policy risk
Kang, Sang Baum; Létourneau, Pascal - In: Energy economics 54 (2016), pp. 96-107
Persistent link: https://www.econbiz.de/10011662775
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On the usability of real option valuation model types under different types of uncertainty
Collan, Mikael; Haahtela, Tero; Kyläheiko, Kalevi - In: International journal of business innovation and research 11 (2016) 1, pp. 18-37
Persistent link: https://www.econbiz.de/10011667550
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Pricing the exotic: path-dependent american options with stochastic barriers
Rojas-Bernal, Alejandro; Villamizar-Villegas, Mauricio; … - 2021
Persistent link: https://www.econbiz.de/10012804267
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Sequential capital investment decision making under extreme cash flow situations : evidence using Monte Carlo simulation
Zhang, Wenqing; Padmanabhan, Prasad; Huang, Chia-Hsing - In: Journal of business economics and management 16 (2015) 5, pp. 877-900
Persistent link: https://www.econbiz.de/10011386652
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Real option pricing with mean-reverting investment and project value
Jaimungal, Sebastian; Souza, Max O. de; Zubelli, Jorge P. - In: The European journal of finance 19 (2013) 7/8, pp. 625-644
Persistent link: https://www.econbiz.de/10010244747
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A parameter based approach to single factor stochastic process selection for real options applications
Bastian-Pinto, Carlos de Lamare; Brandão, Luiz Eduardo … - In: The European journal of finance 27 (2021) 15, pp. 1533-1552
Persistent link: https://www.econbiz.de/10012653114