and on the selection of the service provider were calculated using the recommended model through a simulation method. The …

level simulation procedure and the regression procedure lead to the most accurate estimations of project volatility. …Project volatility is an essential parameter for real options analysis, and it may also be useful for risk analysis …. Many volatility estimation procedures only consider the volatility in the first year of the project. Others consider that …

component into decisions. This component is affected by the degree of volatility of underlying assets, which in turn can derive … their volatility from the economy as a whole, affecting the investment process and therefore the accumulation of capital and … future growth. In the same tense, the evidence of volatility in the returns of the underlying assets of the economy affects …

volatility need not be increased value and postponed investment. This depends on signs of correlations and what parameters are … market is nonpositive and not invariant to changes in volatility. For crude oil during 1993-2008, these changes are …

(average) Tobin's Q increases with firm-level volatility. The significance mainly comes from R&D firms, which have more growth … options than non-R&D firms. By decomposing firm-level volatility into its systematic and unsystematic part, we document that … only idiosyncratic volatility has a significant effect on valuation. Second, we analyze the relation of stock returns to …

volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …