Path integration for real options

S Grillo, G Blanco, CE Schaerer - Applied Mathematics and Computation, 2015 - Elsevier
Real options were firstly formulated by using traditional financial option models; however, an
investor can confront in practice with exotic dynamics. Nowadays, approaches based on …

[PDF][PDF] Valuing innovative 4G (LTE) technology with real options approach

E Rogova, A Yarygin - ISPIM Conference Proceedings, 2013 - cmd.hse.ru
This paper contains the analysis of pitfalls related with innovationbased investments
valuation. Being long-term projects with high uncertainty, innovation-based investments …

[PDF][PDF] Valuing Innovation-Based Investments with the Weighted Average Polynomial Option Pricing Model.

E Rogova, A Yarygin - 2012 - cmd.hse.ru
This paper contains the analysis of pitfalls connected with innovation-based investments
valuation. Being long-term projects with high uncertainty, innovation-based investments …