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Contrasting two approaches in real options valuation : contingent claims versus dynamic programming

Insley, Margaret; Wirjanto, Tony S. - 2008

Persistent link: https://www.econbiz.de/10003771169

Contrasting two approaches in real options valuation : contingent claims versus dynamic programming

Insley, Margaret; Wirjanto, Tony S. - In: Journal of forest economics : JFE 16 (2010) 2, pp. 157-176

Persistent link: https://www.econbiz.de/10009248514

An appropriate risk addendum for risky projects

Bhaumik, Pradip K. - In: Managerial finance 42 (2016) 6, pp. 604-616

Persistent link: https://www.econbiz.de/10011572328

Theory and practice of valuation approaches in renewable energy investments : a survey among investment professionals

Hürlimann, Christian; Ali, Jasim al-; Bengoa, Dolores S. - In: World review of entrepreneurship, management and … 15 (2019) 5, pp. 589-643

Persistent link: https://www.econbiz.de/10012158833

Contrasting Two Approaches in Real Options Valuation : Contingent Claims versus Dynamic Programming

Insley, Margaret C.; Wirjanto, Tony S. - 2013

This paper compares two well-known approaches for valuing a risky investment using real options theory:contingent claims (CC) with risk neutral valuation and dynamic programming (DP) using a constant risk adjusted discount rate.Both approaches have been used in valuing forest assets.A proof is...

Persistent link: https://www.econbiz.de/10014219615