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A Fuzzy Pay-Off Method for Real Option Valuation
5 references·16 citing·43 second hop
A Fuzzy Pay-Off Method for Real Option Valuation (2009)A Fuzzy Pay-Off Method for Real Option Va…A fuzzy approach to real option valuation (2003)A fuzzy approach to real opti…Option pricing: A simplified approach (1979)Option pricing: A simplified …Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Fuzzy sets (1965)Fuzzy setsApplication of real options in carbon capture and storage literature: Valuation techniques and research hotspots (2021)Application of real options i…Real Options and Environmental Policies: The Good, the Bad, and the Ugly (2019)Real Options and Environmenta…Fuzzy real options and shared savings: Investment appraisal for green shipping technologies (2019)Fuzzy real options and shared…Fuzzy pay-off method for real options: The center of gravity approach with application in oilfield abandonment (2018)Fuzzy pay-off method for real…Real option valuation in renewable energy literature: Research focus, trends and design (2017)Real option valuation in rene…Real options in metal mining project valuation: Review of literature (2016)Real options in metal mining …Embedding real options in scenario planning: A new methodological approach (2016)Embedding real options in sce…Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology (2014)Using Fuzzy Real Options Valu…Evaluating R&D Projects as Investments by Using an Overall Ranking From Four New Fuzzy Similarity Measure-Based TOPSIS Variants (2013)Evaluating R&D Projects as In…Chance-constrained DEA models with random fuzzy inputs and outputs (2013)Chance-constrained DEA models…A multi-expert system for ranking patents: An approach based on fuzzy pay-off distributions and a TOPSIS–AHP framework (2013)A multi-expert system for ran…A hybrid fuzzy group ANP–TOPSIS framework for assessment of e-government readiness from a CiRM perspective (2013)A hybrid fuzzy group ANP–TOPS…Possibility for Decision (2011)Possibility for DecisionA real option theoretic fuzzy evaluation model for enterprise resource planning investment (2011)A real option theoretic fuzzy…A fuzzy group quality function deployment model for e-CRM framework assessment in agile manufacturing (2011)A fuzzy group quality functio…An ideal-seeking fuzzy data envelopment analysis framework (2010)An ideal-seeking fuzzy data e…A Practical Method for Valuing Real Options: The Boeing Approach (2007)Evaluating the power investment options with uncertainty in climate policy (2007)Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries (2010)The Influence of Social Preferences on Multi-Criteria Evaluation of Energy Scenarios (2010)Water Quality Trading When Nonpoint Pollution Loads are Stochastic (2010)Relating R&D and investment policies to CCS market diffusion through two-factor learning (2012)Theory of Rational Option Pricing (1973)Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application (1987)THE GARCH OPTION PRICING MODEL (1995)Monte Carlo methods for security pricing (1997)Theory of rational option pricing (2005)Fuzzy sets (1996)A fuzzy approach to R&D project portfolio selection (2006)A fuzzy real option approach for investment project valuation (2011)A real option model for renewable energy policy evaluation with application to solar PV power generation in China (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Measuring the efficiency of decision making units (1978)A concept of fuzzy input mix-efficiency in fuzzy DEA and its application in banking sector (2012)A flexible cross-efficiency fuzzy data envelopment analysis model for sustainable sourcing (2016)Evaluating and ranking sustainable suppliers by robust dynamic data envelopment analysis (2016)Multiple Attribute Decision Making: Methods and Applications (1981)A TODIM-PROMETHEE Ⅱ Based Multi-Criteria Group Decision Making Method for Risk Evaluation of Water Resource Carrying Capacity under Probabilistic Linguistic Z-Number Circumstances (2020)Evaluating Performance of Software Durability through an Integrated Fuzzy-Based Symmetrical Method of ANP and TOPSIS (2020)Decision-making model of machine tool remanufacturing alternatives based on dual interval rough number clouds (2021)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Promoting Solar Panel Investments: Feed-in-Tariff vs. Tax-Rebate Policies (2020)Feasibility of re-processing mine tailings to obtain critical raw materials using real options analysis (2021)A holistic risk management framework for renewable energy investments (2022)Determinants of corporate borrowing (1977)Advances in technology and utilization of natural resources for achieving carbon neutrality and a sustainable solution to neutral environment (2022)Using Real Options Thinking to Value Investment Flexibility in Carbon Capture and Utilization Projects: A Review (2022)How do multiple policy incentives influence investors’ decisions on biomass co-firing combined with carbon capture and storage retrofit projects for coal-fired power plants? (2023)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)
this work references cited by second hop

References

  • 1965Fuzzy sets67,827 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1977Options: A Monte Carlo approach1,341 cited
  • 2003A fuzzy approach to real option valuation236 cited

Cited by

  • 2017Real option valuation in renewable energy literature: Research focus, trends and design140 cited
  • 2014Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology110 cited
  • 2010An ideal-seeking fuzzy data envelopment analysis framework89 cited
  • 2013A hybrid fuzzy group ANP–TOPSIS framework for assessment of e-government readiness from a CiRM perspective78 cited
  • 2021Application of real options in carbon capture and storage literature: Valuation techniques and research hotspots77 cited
  • 2011A fuzzy group quality function deployment model for e-CRM framework assessment in agile manufacturing70 cited
  • 2016Real options in metal mining project valuation: Review of literature63 cited
  • 2013A multi-expert system for ranking patents: An approach based on fuzzy pay-off distributions and a TOPSIS–AHP framework57 cited
  • 2013Evaluating R&D Projects as Investments by Using an Overall Ranking From Four New Fuzzy Similarity Measure-Based TOPSIS Variants

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57 cited
  • 2013Chance-constrained DEA models with random fuzzy inputs and outputs56 cited
  • 2011Possibility for Decision56 cited
  • 2019Fuzzy real options and shared savings: Investment appraisal for green shipping technologies46 cited
  • 2011A real option theoretic fuzzy evaluation model for enterprise resource planning investment43 cited
  • 2016Embedding real options in scenario planning: A new methodological approach43 cited
  • 2019Real Options and Environmental Policies: The Good, the Bad, and the Ugly41 cited
  • 2018Fuzzy pay-off method for real options: The center of gravity approach with application in oilfield abandonment34 cited