Применение имитационного моделирования для оценки стоимости составных реальных опционов

Дикарев Алексей Юрьевич
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Дикарев Алексей Юрьевич: СПбГУ

Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика, 2009, issue 3, 158-164

Abstract: This article is dedicated to estimating the value of compound real option under lack of information. We pick out key factors, which exert influence on interdependence of real options in one investment project. Also, we show the principle of recalculation options basic assets when another option has already done. In the article, the results of comparative analysis of changes in real options present values when new options are inserted into investment project are represented.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:scn:003571:14924607

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