Compound real option valuation with phase-specific volatility: A multi-phase mobile payments case study

Technovation

Volumn 31, Issue 5-6, 2011, Pages 240-255

  Cassimon, D ^a,e   Engelen, P J ^b,c,e   Yordanov, V ^d,e  

^a UNIVERSITY OF ANTWERP   (Belgium)

^b UTRECHT UNIVERSITY   (Netherlands)

^c Tjalling C Koopmans Institute   (Netherlands)

^d Vienna   (Austria)

^e RODEO Research Centre   (Netherlands)

Author keywords

Compound option model; Mobile payments; Phase specific volatility; R D; Real options

Indexed keywords

CLOSED FORM SOLUTIONS; COMPOUND OPTION MODEL; EXTENDED MODEL; MOBILE PAYMENT; MOBILE PHONE OPERATORS; MULTI-STAGE; PHASE-SPECIFIC VOLATILITY; PROJECT MANAGERS; REAL OPTIONS; SOFTWARE APPLICATIONS;

PROJECT MANAGEMENT; RESOURCE VALUATION; TELECOMMUNICATION EQUIPMENT; TELEPHONE;

GLOBAL SYSTEM FOR MOBILE COMMUNICATIONS;

EID: 79953296828     PISSN: 01664972     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.technovation.2010.12.004     Document Type: Article

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