Decision analysis and real options: a discrete time approach to real option valuation

DOI10.1007/s10479-005-6233-9zbMath1112.91028OpenAlexW1997992086MaRDI QIDQ816347

James S. Dyer, Luiz E. Brandão

Publication date: 10 March 2006

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

Full work available at URL: https://doi.org/10.1007/s10479-005-6233-9

zbMATH Keywords

real optionsdecision treeslattice methods

Mathematics Subject Classification ID

Decision theory (91B06) Corporate finance (dividends, real options, etc.) (91G50)

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Products of trees for investment analysis
• Evaluating leases with complex operating options
• Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis
• Option pricing: A simplified approach
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