منابع مشابه
Real Options for Project Schedules (ROPS)
Real Options for Project Schedules (ROPS) has three recursive sampling/optimization shells. An outer Adaptive Simulated Annealing (ASA) optimization shell optimizes parameters of strategic Plans containing multiple Projects containing ordered Tasks. A middle shell samples probability distributions of durations of Tasks. An inner shell samples probability distributions of costs of Tasks. PATHTRE...
متن کاملProject selection with fuzzy real options∗
In this paper we shall represent strategic planning problems by dynamic decison trees, in which the nodes are projects that can be deferred or postponed for a certain period of time. Using the theory of real options we shall identify the optimal path of the tree, i.e. the path with the biggest real option value in the end of the planning period.
متن کاملReal Options and Project Evaluation: a Primer
In this paper we present a preliminary approach to the evaluation of policies and projects based on current thinking on cost benefit analysis and real option methodology and the authors’ recent work on the same subject. We start from the assumption that economic agents undertake investment projects in order to create and exploit opportunities for increasing profits, growth, wealth and, ultimate...
متن کاملProject scheduling with fuzzy real options∗
In this paper we shall represent strategic planning problems by dynamic decison trees, in which the nodes are projects that can be deferred or postponed for a certain period of time. Using the theory of real options we shall identify the optimal path of the tree, i.e. the path with the biggest real option value in the end of the planning period.
متن کاملA Fuzzy Real Options Model for R&d Project Evaluation
A major advance in development of project selection tools came with the application of options reasoning to R&D. The options approach to project valuation seeks to correct the deficiencies of traditional methods of valuation through the recognition that managerial flexibility can bring significant value to a project. The main concern is how to deal with non-statistical imprecision we encounter ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.977839