Simulation methods in real option valuation

DOI10.1504/IJOR.2016.075294zbMATH Open1362.91043OpenAlexW2490186639MaRDI QIDQ2627683

Tero Haahtela

Publication date: 31 May 2017

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

Full work available at URL: https://doi.org/10.1504/ijor.2016.075294

zbMATH Keywords

uncertaintydecision makingsimulationmanagerial flexibilityfinancial modellingROVreal options valuation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (5)

Title not available (Why is that?) ⋮ Applying the maximum net present value rule in valuing real options ⋮ Venture capital evaluation model using real options ⋮ Structural estimation of real options models ⋮ Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach

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