Sensitivity analysis of a real options problem

IIE Annual Conference and Expo 2007 - Industrial Engineering's Critical Role in a Flat World - Conference Proceedings

Volumn , Issue , 2007, Pages 245-250

  Lewis, Neal A ^a   Eschenbach, Ted ^b   Hartman, Joseph C ^c  

^a MARSHALL UNIVERSITY   (United States)

^b TGE Consulting   (United States)

^c Lehigh University   (United States)

Author keywords

Present worth; Real options; Sensitivity analysis

Indexed keywords

AUTOMATION; EXHIBITIONS; INDUSTRIAL ENGINEERING; PRODUCTION CONTROL; PROJECT MANAGEMENT; SYSTEMS ENGINEERING; TECHNOLOGY;

ANNUAL CONFERENCE; APPLIED (CO); CONFERENCE PROCEEDINGS; INITIAL ESTIMATES; INPUT VARIABLES; OPTION VALUE; REAL OPTIONS; REAL WORLD; SHORT TERM; VALUATION TECHNIQUES;

SENSITIVITY ANALYSIS;

EID: 44949101240     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. nd edition, Oxford University Press, New York.
2. Black, F., and Scholes, M., 1973, "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, 81(3), 637-654.
3. Merton, R., 1973, "Theory of rational option pricing," Bell Journal of Economics and Management, 4, 141-183.
4. Cox, J.C., Ross, S.A., and Rubinstein, M., 1979, "Option Pricing: A Simplified Approach," Journal of Financial Economics, 7(3), 229-263.
5. Brach, M.A., 2003, Real Options in Practice, John Wiley & Sons, Hoboken, New Jersey.
6. Copeland, Tom, and Antikarov, Vladimir, 2001, Real Options, A Practitioner's Guide, Texere, New York
7. th edition, McGraw-Hill Irwin, Boston.
8. Hartman, J.C., 2007, Engineering Economy and the Decision-Making Process, Pearson Prentice Hall, Upper Saddle River, New Jersey.