Complex compound option models -- can practitioners truly operationalize them?

DOI10.1016/J.EJOR.2012.05.007zbMath1253.90007OpenAlexW2065031085MaRDI QIDQ1926965

Marvin D. Troutt, Suvankar Ghosh

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.05.007

zbMATH Keywords

investment analysisreal optionsdecision-makingcost-benefit analysiscompound options\texttt{OpenESB}practitioner relevance

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (7)

N-Fold compound option pricing with technical risk under fractional jump-diffusion model ⋮ Operational research from Taylorism to terabytes: a research agenda for the analytics age ⋮ European option based R\&D investment decision making under uncertainties ⋮ Individual antecedents of real options appraisal: the role of national culture and ambiguity ⋮ Real options in operations research: a review ⋮ Optimal investment and abandonment decisions for projects with construction uncertainty ⋮ To expand and to abandon: real options under asset variance risk premium

Cites Work

• The Pricing of Options and Corporate Liabilities
• Real options valuation of forest plantation investments in Brazil
• Valuing interdependent multi-stage IT investments: a real options approach
• Uncertainty and stepwise investment
• Renewable energy investments under different support schemes: a real options approach
• Integrating effective flexibility measures into a strategic supply chain planning model
• Computation of the multivariate normal integral
• An Introduction to Numerical Analysis
• Option pricing: A simplified approach
• Unnamed Item
• Unnamed Item

This page was built for publication: Complex compound option models -- can practitioners truly operationalize them?