Using managerial revenue and cost estimates to value early stage real option investments

DOI10.1007/S10479-016-2344-8zbMath1415.91309OpenAlexW2531470941MaRDI QIDQ1698282

Sebastian Jaimungal, Yuri Lawryshyn

Publication date: 15 February 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2344-8

zbMATH Keywords

investment analysisreal optionsproject valuationrisk-neutral valuationcash-flow analysis

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Decision analysis and real options: a discrete time approach to real option valuation
• Valuing interdependent multi-stage IT investments: a real options approach
• A fuzzy pay-off method for real option valuation
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis

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