Pages that link to "Item:Q2241105"
From MaRDI portal
The following pages link to Model risk in real option valuation (Q2241105):
Displaying 21 items.
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Real option model of dynamic growth processes with consumption (Q889123) (← links)
- Portfolios of real options (Q932091) (← links)
- Valuing interdependent multi-stage IT investments: a real options approach (Q1038345) (← links)
- Value and risk dynamics over the innovation cycle (Q1657422) (← links)
- To expand and to abandon: real options under asset variance risk premium (Q2116895) (← links)
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
- Structural estimation of real options models (Q2271671) (← links)
- Project options valuation with net present value and decision tree analysis (Q2383132) (← links)
- How real option disinvestment flexibility augments project NPV (Q2566059) (← links)
- Real options valuation. The importance of interest rate modelling in theory and practice. With a foreword by Stewart C. Myers and Ulrich Hommel. (Q2571101) (← links)
- Real options with priced regime-switching risk (Q2853377) (← links)
- Real Options and Product Life Cycles (Q3116665) (← links)
- Valuing Modularity as a Real Option (Q3117870) (← links)
- Venture capital evaluation model using real options (Q3540819) (← links)
- Implementing a Real Option Model for Valuing an Undeveloped Oil Field (Q4354950) (← links)
- The Real Option Value of Cash* (Q4554086) (← links)
- Real Options and Risk Dynamics (Q4610751) (← links)
- Valuing real options with endogenous payoff (Q5051984) (← links)
- Optimal Sequential Investment Decision-Making with Jump Risk (Q5057295) (← links)
- Applying the maximum net present value rule in valuing real options (Q5691682) (← links)
