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Robust Monte Carlo method for R&D real options valuation

Biancardi, Marta Elena; Villani, Giovanni - In: Computational economics 49 (2017) 3, pp. 481-498

Persistent link: https://www.econbiz.de/10011762124

Superiority of Monte Carlo simulation in valuing real options within public-private partnerships

Berk, Ales S.; Podhraski, Dejan - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011859007

Applying Monte Carlo and real options analysis in licensing negotiations

Khoury, Sam - In: Commercialization and transfer of technology : major …, (pp. 97-108). 2007

Persistent link: https://www.econbiz.de/10011954123

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...

Persistent link: https://www.econbiz.de/10003962024

Investment decision in integrated steel plants under uncertainty

Ozorio, Luiz de Magalhães; Bastian-Pinto, Carlos de Lamare - In: International review of financial analysis 27 (2013), pp. 55-64

Persistent link: https://www.econbiz.de/10009736946

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

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

Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques

Mun, Johnathan - 2006

Persistent link: https://www.econbiz.de/10003212058

Least Squares Monte Carlo and Approximate Linear Programming : Error Bounds and Energy Real Option Application

Nadarajah, Selvaprabu - 2018

Least squares Monte Carlo (LSM) is an approximate dynamic programming (ADP) technique commonly used for the valuation of high dimensional financial and real options, but has broader applicability. It is known that the regress-later version of this method is an approximate linear programming...

Persistent link: https://www.econbiz.de/10012912912

Profit-driven corporate social responsibility as a Bayesian real option in green computing

Herath, Hemantha S. B.; Herath, Tejaswini C.; Dunn, Paul - In: Journal of business ethics : JOBE 158 (2019) 2, pp. 387-402

Persistent link: https://www.econbiz.de/10012058199