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A cash flow-based approach for assessing expansion options stemming from project modularity

Caron, Franco; Comandulli, Monia - In: International journal of project organisation & … 6 (2014) 1/2, pp. 157-178

Persistent link: https://www.econbiz.de/10010393431

The value of switching inputs in a biodiesel production plant

Brandão, Luiz Eduardo Teixeira; Penedo, Gilberto Master; … - In: The European journal of finance 19 (2013) 7/8, pp. 674-688

Persistent link: https://www.econbiz.de/10010244742

Alternative Monte Carlo simulation models and the growth option with jumps

Alonso Bonis, Susana; Azofra Palenzuela, Valentín; … - In: Investment management and financial innovations 10 (2013) 3, pp. 19-29

Persistent link: https://www.econbiz.de/10010201517

Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal

Samis, Michael; Davis, Graham A. - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 264-281

Persistent link: https://www.econbiz.de/10010476913

Valuing modularity as a real option

Gamba, Andrea; Fusari, Nicola - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1877-1896

Persistent link: https://www.econbiz.de/10003909226

Valuing modularity as a real option

Gamba, Andrea; Fusari, Nicola - 2009

We provide a general valuation approach for capital budgeting decisions involving the modularization of a system. Within the framework developed by Baldwin and Clark (2000), we implement an approach using a numerical procedure based on the Least Squares Monte Carlo method proposed by Longstaﬀ...