Venture capital evaluation model using real options

DOI10.1080/09720502.2007.10700507zbMath1153.91541OpenAlexW2068795058MaRDI QIDQ3540819

Tyrone T. Lin, Chia-Jung Tu

Publication date: 24 November 2008

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2007.10700507

zbMATH Keywords

real optionsventure capitalproject valueinitial public offeringbreak evenoptimal hitting time

Mathematics Subject Classification ID

Cites Work

• Optimal exit and valuation under demand uncertainty: a real options approach
• Pricing European options based on the fuzzy pattern of Black-Scholes formula.
• REAL OPTIONS: BATCH PROCESS AND MARKET ENTRY/EXIT DECISIONS UNDER UNCERTAINTY

This page was built for publication: Venture capital evaluation model using real options