Similar Search Results

Estimating Changing Volatility in Cash Flow Simulation Based Real Option Valuation with Regression Sum of Squares Error Method

Haahtela, Tero J. - 2011

This paper presents a practical volatility estimation method for cash flow simulation based real option valuation with … changing volatility. During cash flow simulation, present value of the future cash flows and their corresponding cash flow … provide all the information required for estimating how the standard deviation and volatility of the stochastic process change …

Persistent link: https://www.econbiz.de/10013123815

A real options approach to evaluating agricultural investments under uncertainty : when to get in and out of sugarcane production

Smith, Marcus - In: SocioEconomic challenges : SEC 2 (2018) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10011884903

Real option exercise decisions in information technology investments : a comment

Schosser, Josef - In: Operations research forum 1 (2020) 4, pp. 1-7

Persistent link: https://www.econbiz.de/10012306380

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

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

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

Real option valuation methods : application in the football sector

El Modni, Rania; Elkabbouri, Mounime; Morchid, Tariq - In: International journal of sport management and marketing … 21 (2021) 5/6, pp. 410-425

Persistent link: https://www.econbiz.de/10012800957

Asset pricing in incomplete markets : valuing gas storage capacity

Zhao, Lin; Wijnbergen, Sweder van - 2015

common belief, the auction prices for gas storage are mostly affected by the volatility of current market prices rather than … with the volatility of the spot market. This is an intuitive result because storage capacity can serve as an effective …

Persistent link: https://www.econbiz.de/10011333083

A review of real options approaches : applying models to value a medical device project

Barton, Kelsey; Lawryshyn, Yuri - In: International journal of business innovation and research 11 (2016) 1, pp. 110-132

Persistent link: https://www.econbiz.de/10011667629