Real Options Analysis

ISBN: 9781613243305 出版年：2012 页码：125 Jason B Legrand Louis T Verheyen Nova Science

The real option methodology is the generalized approach in corporate financial decision-making, investing and valuation. Traditionally, real option models reflect stochastic underlying processes and flexibility. In this book, the authors present topical research in the study of real options analysis, including the valuation of oil and gas reserves using cointegrated prices and least-squares Monte Carlo; flexibility in sequential investment and catastrophic risk; the survey of fuzzy-stochastic real option models and their application and possibilities and optimal control and real options models..