Real options volatility estimation with correlated inputs

Engineering Economist

Volumn 49, Issue 2, 2004, Pages 119-137

  Cobb, Barry R ^a   Charnes, John M ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL ASSETS; PROJECT VALUATION; REAL OPTIONS ANALYSIS (ROA); VOLATILITY PARAMETERS;

COMPUTER SIMULATION; CORRELATION METHODS; DECISION MAKING; INVESTMENTS; MARKETING; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; PROJECT MANAGEMENT;

VALUE ENGINEERING;

EID: 15044351953     PISSN: 0013791X     EISSN: 15472701     Source Type: Journal    
DOI: 10.1080/00137910490453392     Document Type: Article

References (9)

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3. Copeland, T. and V. Antikarov, Real options: A practitioner's guide, New York: Texere, 2001.
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9. Trigeorgis, L., Real options: Managerial flexibility and strategy in resource allocation. Cambridge, MA: MIT Press, 1997.