Getting real with Real Options

Sustainable Planning of Supply Chains in Large-Scale Systems with Real Options Analysis

This paper presents a structure that empower designing supervisory groups to survey the estimation of real options in projects of enormous scale, incompletely standardized frameworks actualized a couple of times over the medium term. Specific options writing is done using a methodology of planning the design and making prior decisions regarding the arrangements of specific options, with a recre...

Calculating value during uncertainty: Getting real with “real options”

Computing optimal subsidies for Iranian renewable energy investments using real options

For the valuation of the renewable energy investments, providing private investors with a financial incentive to accelerate their investment is a very significant issue. Financial subsidies are known by the majority of the people to be one of the most important drivers in renewable energy expansion and one of the main reasons which result in the development of any industry. In this paper, we pr...

Combination of real options and game-theoretic approach in investment analysis

Investments in technology create a large amount of capital investments by major companies. Assessing such investment projects is identified as critical to the efficient assignment of resources. Viewing investment projects as real options, this paper expands a method for assessing technology investment decisions in the linkage existence of uncertainty and competition. It combines the game-theore...

Mergers and market valuation: real options approach

This paper investigates the connection between market valuation anda type of the merger (stock, cash) using real options setup. I solveexplicitly for the timing and terms of cash mergers in two deferent settingsto demonstrate that cash mergers generally occur at low marketvaluations, whereas stock mergers that may be observed at both low andhigh valuations; the result holds with some dierences ...

Valuing flexibility in demand-side response: A real options approach

The investment interests in the electricity industry are transmitted through various mechanisms to other economic activities. This paper considers methods for esteeming the adaptability of demand-side response (DSR) in its capacity to react to future uncertainties. The capacity to evaluate this adaptability is particularly critical for vitality frameworks speculations given their extensive and ...