Real options : a review of select theories and applications

by Renato E. Reside, Jr

This paper is an introduction to the concepts and methods used in the field of real options as they relate to investments. The analog between financial and real options is explained. The discrete version of a model is introduced, then solutions to the canonical model in continuous time using dynamic programming and contingent claims analysis are discussed. Finally, the paper covers extensions of the canonical model to various other option structures.

MoreLess

Year of publication:	[2022]
Authors:	Reside, Renato E.
Publisher:	Diliman, Quezon City : University of the Philippines School of Economics
Subject:	Real options analysis \| Investment theory \| Realoptionsansatz \| Theorie \| Theory \| Investitionsentscheidung \| Investment decision

freely available

Full text |

More access options

econ.upd.edu.ph

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (circa 32 Seiten) Illustrationen
Series:	Discussion paper / University of the Philippines, School of Economics. - Quezon : [Verlag nicht ermittelbar], ZDB-ID 2190310-4. - Vol. no. 2022, 02 (July 2022)
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/266064 [Handle]
Classification:	E2 - Consumption, Saving, Production, Employment, and Investment ; E22 - Capital; Investment (including Inventories); Capacity ; G11 - Portfolio Choice ; G31 - Capital Budgeting; Investment Policy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013335906