A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes
Year of publication: |
2005
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Authors: | Hahn, Warren J. |
Subject: | Realoptionsansatz | Real options analysis | Bewertung | Evaluation | Stochastischer Prozess | Stochastic process | Entscheidungsbaum | Decision tree |
Description of contents: | Table of Contents [gbv.de] |
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Valuing technology investments : use real options thinking but forget options valuation
Steffens, Paul R., (2007)
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Real options valuation : the importance of interest rate modelling in theory and practice
Schulmerich, Marcus, (2010)
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Tallau, Christian, (2007)
- More ...
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What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J., (2014)
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Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J., (2008)
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Flexibility as a source of value in the production of alternative fuels: The ethanol case
Bastian-Pinto, Carlos, (2009)
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