论文信息 - Real Options: an Application to RMS Investment Evaluation - 字舞流文

Real Options: an Application to RMS Investment Evaluation

Zbigniew J. Pasek | Giovanni Perrone | Farshid Maghami Asl | Giovanni Perrone | Zbigniew J. Pasek | Michele Amico | F. Asl | G. Perrone | M. Amico

[1] Zbigniew J. Pasek,et al. Simulation methodology for collateralized debt and real options: a new methodology to evaluate the real options of investment using binomial trees and monte carlo simulation , 2003, WSC '03.

[2] Fasheng Qiu,et al. The value of management flexibility—a real option approach to investment evaluation , 2003 .

[3] Chan S. Park,et al. Decision Making Under Uncertainty—Real Options to the Rescue? , 2002 .

[4] Jens Bengtsson,et al. Manufacturing flexibility and real options: A review , 2001 .

[5] Paolo Brandimarte. Numerical Methods in Finance: A MATLAB-Based Introduction , 2001 .

[6] Yoram Koren,et al. Reconfigurable Manufacturing Systems , 2003 .

[7] T. Björk. Arbitrage Theory in Continuous Time , 2019 .

[8] S. Noto La Diega,et al. A Reference Scenario for IMS Strategic Design , 1999 .

[9] Nalin Kulatilaka,et al. Real Options: Managing Strategic Investment in an Uncertain World , 1998 .

[10] Lenos Trigeorgis,et al. A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments , 1991, Journal of Financial and Quantitative Analysis.

[11] J. Hull. Options, Futures, and Other Derivatives , 1989 .