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Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation · Study

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ArticleDecision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation

Luiz Eduardo Teixeira Brandão2005

Article2005

Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation

Luiz Eduardo Teixeira Brandão · James S. Dyer

97 citations·0/0 files stored·Annals of Operations Research

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Capital Investment and Risk Analysis Stochastic processes and financial applications Risk and Portfolio Optimization

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References

1973The Pricing of Options and Corporate Liabilities 1994Investment Under Uncertainty.1994Investment under Uncertainty 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1979Option pricing: A simplified approach 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives

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2021Feasibility of re-processing mine tailings to obtain critical raw materials using real options analysis 2021Application of real options in carbon capture and storage literature: Valuation techniques and research hotspots 2013A FUZZY MULTI-CRITERIA DECISION ANALYSIS APPROACH FOR RETAIL LOCATION SELECTION 2007Valuing the flexibility of investing in security process innovations 2018Getting ready for future carbon abatement under uncertainty – Key factors driving investment with policy implications 2021Risk, Risk Aversion, and Agricultural Technology Adoption ─ A Novel Valuation Method Based on Real Options and Inverse Stochastic Dominance

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2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 12 shared references 2002Decision Making Under Uncertainty—Real Options to the Rescue?article · 12 shared references 2005Using Binomial Decision Trees to Solve Real-Option Valuation Problemsarticle · 11 shared references 2013Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approachpreprint · 11 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 10 shared references 2015A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systemsarticle · 10 shared references

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Year2005

Typearticle

Published2005-03-01

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations97

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.1007/s10479-005-6233-9

openalex_workW1997992086

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