option theory
Application of stochastic differential equations and real option theory in investment decision problems
... real option theory to the investment decisions of a ...the option to end the concessionary agreement at any time, for example, if the project becomes ...
182
Strategic architecture valuation : a method to quantify investment decisions in product architecture based on real option theory
... approach. Theory of strategic product architecture was translated to a split in market behaviour and four architectural investment ...from option theory whilst the valuation itself is based on ...
127
Application of stochastic differential games and real option theory in environmental economics
... real option theory can be applied to other problems in environ- mental ...Real option theory can be applied to find the optimal timing when a firm should adopt the pollution abatement ...
172
The Decision of Enterprises during the Process of Technological Innovation Diffusion Based on Real Option Theory
... real option theory, the article analyses the decision-making of enterprises during the process of technological innovation diffusion under an uncertain ...
7
Analysis of Studies from 2000 2010 in Real Option Theory and Application to OM
... original option pricing formula was proposed in 1973 to Cox and Ross’ [4] risk neutral valuation model, options have been applied from the financial field to various business ...real option theory in ...
8
Identifying flexibility in the open innovation process based on real option theory
... an option holder allows them to respond to environmental changes in order to maximise a ...the option holder to increase the value of an option once ...the option value. The most common RO is ...
96
Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms
... As we will see in the next section, our paper extends prior research in that we estimate a hybrid model for default risk measurement of listed firms by combining the three primary option[r] ...
30
Loan Guarantees: An Option Pricing Theory Perspective
... the option to recoup the collateral or the assets from the guarantor in the case of default by the ...option theory. In his seminal work, Merton (1977) developed a systematic theory for ...
5
Study on Chinese Rural Drinking Water Option and Its Pricing
... core option theory which ex- perienced a long developing ...the option pricing model, while this model exists certain ...buyer option pricing for- mula, which assumed that the stock price is ...
7
Asset Liability Management in Insurance Company
... the option theory, determines the fair value of the insurance life policies with different time of maturity and shows that the effective liabilities duration of an Insurance Company exposed to the default ...
19
Semigroup theory applied to basket options
... call option is the right to buy a particular asset for an agreed amount at a specified time in ...put option is the right to sell a particular asset for an agreed amount at a specified time in ...the ...
7
Divorce and the Option Value of Marital Search
... law in a social scenario in which marriage is not rescindable using a microeconomic model of optimal sequential search (Bougheas and Georgellis, 1999; Matsushita, 1989). The model is then estimated over a dataset of ...
30
SECURE ROUTING IN MANET USING ASYMMETRIC GRAPHS
... call option pricing model with fuzzy random stock price is presented by introducing fuzzy random theory [7-10] to the financial model, their valuation and properties are discussed ...of option can be ...
5
“Provoking conversations”: case studies of organizations where Option Grid™ decision aids have become ‘normalized’
... This theory was developed to investigate the processes by which interventions become part of normal work [23, ...which Option Grid decision aids were used, the number of sites that were using the tools, the ...
10
Capacity access in telecommunication networks: evaluating the symmetry of cost based access prices using option pricing theory
... pro…t theory does not hold –instead it is argued that vertical integration can be motivated by monopoly power, economic e¢ ciencies or both (see Church, ...
254
A Gentle Introduction to Value at Risk
... the option at the current market situations; (2.) repricing the option at the VaR horizon, assuming a loss in the underlying stock equal to the desired VaR ...The option VaR is then computed taking ...
87
Intuitionistic Fuzzy Real-Options Theory and its Application to Solar Energy Investment Projects
... The main topic of the study is the Real Option Valuation with Intuitionistic Fuzzy Numbers. In the explanatory example, it will be examined whether the investment of licensed photovoltaic solar energy, which does ...
11
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion
... Estimating option pricing is a central topic in financial ...(put) option is a contract which gives the holder the right but not the obligation, to buy (sell) a risky asset at a certain date with a ...
9
Ignorance is not an option
... Leana Wen, Baltimore Health Department, CBS Baltimore, July 6, 2017, available at: https://baltimore.cbslocal.com/2017/07/06/life-expectancy-baltimore/ (last accessed Sept. 2 Centers [r] ...
6
The Hypertopia Option
... Hypertopia Option, described here, uses the inherent connectivity of the land biota to combat the anthropogenic accumulation of carbon dioxide in the ...Hypersea theory maintains that the establishment of ...
6