Similar Search Results

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

Valuing an option on the stock of a multinational firm with foreign currency debt

Siddiqi, Mazhar A. - In: International journal of bonds and derivatives 1 (2013) 1, pp. 19-29

Persistent link: https://www.econbiz.de/10010338913

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

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

Valuating IT governance strategies with real options in a decision making framework

El Ghorfi, Rabii; El Aroussi, Mohamed; Ouadou, Mohamed; … - In: International journal of information systems in the … 10 (2018) 4, pp. 42-58

Persistent link: https://www.econbiz.de/10011938746

Effect of risk preference on the valuation of time charter contracts with extension options

Pires, Floriano - In: Maritime policy & management 46 (2019) 7, pp. 831-844

Persistent link: https://www.econbiz.de/10012210173

Step-by-step development of a model simulating returns on farm from investments : the example of hazelnut plantation in Italy

Spiegel, Alisa; Severini, Simone; Britz, Wolfgang; … - In: Bio-based and applied economics 9 (2020) 1, pp. 53-83

stepwise develops a model extending a simple net present value calculation to a farm-scale simulation model based on …

Persistent link: https://www.econbiz.de/10012427377

Strategic analyses of applying an option-based hedging mechanism in parallel airline alliances

Wang, Xiaojia; Fung, Richard - In: International journal of information systems and supply … 16 (2023) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10014445744

Sampling methods for investment portfolio formulation procedure at increased market volatility

Dzicher, Mateusz - In: Journal of economics & management 43 (2021) 1, pp. 70-89

Aim/purpose - In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz … financial instruments formulation procedure at an increased market volatility. Design/methodology/approach - In order to … two states, i.e., quiescent (non-crisis; low market volatility) periods that are occasionally interspersed with stress …

Persistent link: https://www.econbiz.de/10013166371

Discretionary idiosyncratic risk, firm cash holdings, and investment

Lai, Van Son; Nguyen, Duc Khuong; Sodjahin, William; … - In: Advances in Pacific Basin business, economics, and finance 6 (2018), pp. 51-75

Persistent link: https://www.econbiz.de/10012582190