A real option approach for investment opportunity valuation

DOI10.3934/jimo.2016069zbMath1361.91061OpenAlexW2531189895MaRDI QIDQ2397567

Tak Kuen Siu, Yue Xie, Na Song, Wai-Ki Ching

Publication date: 22 May 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016069

zbMATH Keywords

regime switchingreal optionhigh-tech industrytrinomial tree method

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Valuation of R\&D compound option using Markov chain approach ⋮ Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects

Cites Work

• Bargaining in competing supply chains with uncertainty
• A real option approach to optimal inventory management of retail products
• Valuing Oil Properties: Integrating Option Pricing and Decision Analysis Approaches
• Real Options and Product Life Cycles
• Option Pricing in a Jump-Diffusion Model with Regime Switching
• Multinomial Approximating Models for Options with k State Variables
• An explicit finite difference approach to the pricing of barrier options
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis
• Aggregate production process design in global manufacturing using a real options approach
• Option pricing: A simplified approach

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