#Real options valuation inc free#

Princeton, NJ: Princeton University Press. Working paper, London School of Business. Real options analysis and project valuation with net present value and decision trees. Influence Diagrams for Real Options Valuation, Journal of Finance Case Research, Forthcoming. European Journal of Operational Research, 117(3): 415-428. Investment and capacity choice under uncertain demand. IEEE/ACM Transactions on Networking 10: 579-588. Managing capacity for telecommunications networks under uncertainty. Journal of Financial Economics 7: 229-263. Working Paper, Pontificia Universidad Catolica de Chile-General. Simulation and numerical methods in real options valuation. The real options approach to capital allocation. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers, Inc.

#Real options valuation inc free#

Approximating free exercise boundaries for American-style options using simulation and optimization, in Proceedings of the 2004 Winter Simulation Conference, ed. Real options volatility estimation with correlated inputs. Chick, S., Sánchez, P., Ferrin, D., Morrice, D. Simulation and optimization for real options valuation, in Proceedings of the 2003 Winter Simulation Conference, ed. Inference and Decision Making in Hybrid Probabilistic Graphical Models, Doctoral dissertation, University of Kansas School of Business, Lawrence, Kansas Google Scholar Multi-stage Monte Carlo method for solving influence diagrams using local computation. Telecommunications network evolution decisions: The Sprint/Nortel Networks real option valuation tool (practice abstract). Financial Modeling with Crystal Ball and Excel.

In Proceedings of the 2000 Winter Simulation Conference, ed. Insurance: Mathematics and Economics 19: 19-30. Valuation of the early-exercise price for derivative securities using simulations and splines. Real options analysis of the timing of IS investment decisions. Paine Webber working papers in money, economics and finance #PW9804, Columbia Business School, New York, New York. A stochastic mesh method for pricing high-dimensional American options. Monte Carlo methods for pricing high-dimensional American options: An overview. Journal of Economic Dyanamics and Control 21: 1323-1352. Pricing American-style securities using simulation. Using binomial decision trees to solve real-option valuation problems. Real options: Valuing flexibility in capital investment decisions. Journal of Financial Economics 4: 323-338. Real options analysis and strategic decision making. Working Paper, Graduate School of Industrial Administration, Carnegie-Mellon University.

Simulation estimators of optimal early exercise. Journal of Political Economy 81: 637-654. The pricing of options and corporate liabilities. In: The New Investment Theory of Real Options and its Implication for Telecommunications Economics, ed. Real options applications in the telecommunications industry. Journal of Financial Economics 63(1): 211-234. Resources, real options and corporate strategy. Journal of Financial and Quantitative Analysis 30(3): 383-405. Numerical valuation of high dimensional multivariate American securities. Real options: Managing strategic investment in an uncertain world.