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Volumn 2, Issue , 2002, Pages 1600-1605

Effect of implementation time on real options valuation

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DECISION MAKING; MONTE CARLO METHODS; STOCHASTIC PROGRAMMING;

EID: 0036929115     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (3)

References (16)
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  • 3
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  • 4
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  • 5
    • 0001603924 scopus 로고
    • Evaluating natural resource investments
    • Brennan, M. J. and E. S Schwartz. 1985. Evaluating natural resource investments. Journal of Business 58 (2): 135-157.
    • (1985) Journal of Business , vol.58 , Issue.2 , pp. 135-157
    • Brennan, M.J.1    Schwartz, E.S.2
  • 7
    • 0031130388 scopus 로고    scopus 로고
    • Optimal operating policies in the presence of exchange rate variability
    • Dasu, S. and L. Li. 1997. Optimal operating policies in the presence of exchange rate variability. Management Science 43 (5): 705-722.
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    • Dasu, S.1    Li, L.2
  • 8
    • 21344475973 scopus 로고
    • Valuing flexibility: An impulse control framework
    • Hodder, J. E. and A. J. Triantis. 1993. Valuing flexibility: an impulse control framework. Annals of Operations Research 45: 109-130.
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    • Hodder, J.E.1    Triantis, A.J.2
  • 9
    • 17144382528 scopus 로고    scopus 로고
    • Valuing operational flexibility under exchange rate risk
    • Huchzermeier, A. and M. A. Cohen. 1996. Valuing operational flexibility under exchange rate risk. Operations Research 44(1): 100-113.
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    • Huchzermeier, A.1    Cohen, M.A.2
  • 10
    • 0000980885 scopus 로고
    • Multinomial approximating models for options with k state variables
    • Kamrad, B., and P. Ritchken. 1991. Multinomial approximating models for options with k state variables. Management Science 37 (12): 1640-1653.
    • (1991) Management Science , vol.37 , Issue.12 , pp. 1640-1653
    • Kamrad, B.1    Ritchken, P.2
  • 11
    • 0000160102 scopus 로고
    • Operating flexibility, global manufacturing, and the option value of a multinational network
    • Kogut, B. and N. Kulatilaka. 1994. Operating flexibility, global manufacturing, and the option value of a multinational network. Management Science 40 (1): 123-139.
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    • Kogut, B.1    Kulatilaka, N.2
  • 12
    • 38249037059 scopus 로고
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    • Majd, S. and R. S. Pindyck. 1987. Time to Build, Option Value, and Investment Decisions. Journal of Financial Economics 18: 7-27.
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    • Majd, S.1    Pindyck, R.S.2
  • 13
    • 0000704002 scopus 로고
    • Investment and the valuation of firms when there is an option to shut down
    • McDonald, R. and D. Siegel. 1985. Investment and the Valuation of Firms when there is an Option to Shut Down. International Economic Review. 26 (2): 331-349.
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    • McDonald, R.1    Siegel, D.2
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    • A real options design for product outsourcing
    • ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer, Piscataway, New Jersey: Institute of Electrical and Electronics Engineers, online via
    • Nembhard, H. B., L. Shi, and M. Aktan. 2001. A real options design for product outsourcing. In Proceedings of the 2001 Winter Simulation Conference, ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer, 548-552. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers. Available online via
    • (2001) Proceedings of the 2001 Winter Simulation Conference , pp. 548-552
    • Nembhard, H.B.1    Shi, L.2    Aktan, M.3
  • 15
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    • A real options design for quality control charts
    • Nembhard, H. B., L. Shi, and M. Aktan. 2002. A real options design for quality control charts. The Engineering Economist. 47 (1): 28-59.
    • (2002) The Engineering Economist , vol.47 , Issue.1 , pp. 28-59
    • Nembhard, H.B.1    Shi, L.2    Aktan, M.3
  • 16
    • 0032021949 scopus 로고    scopus 로고
    • Valuing oil properties: Integrating option pricing and decision analysis approaches
    • Smith, J. E. and K. F. McCardle. 1998. Valuing oil properties: integrating option pricing and decision analysis approaches. Operations Research 46 (2): 198-217.
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    • Smith, J.E.1    McCardle, K.F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.