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COR
2008
119views more  COR 2008»
13 years 7 months ago
The valuation of multidimensional American real options using the LSM simulation method
In this paper we show how a multidimensional American real option may be solved using the LSM simulation method originally proposed by Longstaff and Schwartz [2001, The Review of ...
Gonzalo Cortazar, Miguel Gravet, Jorge Urzua
WSC
2007
13 years 9 months ago
Real options valuation
Barry R. Cobb, John M. Charnes
SPLC
2008
13 years 8 months ago
Valuing Flexibility in Software Product Line Architectures
We highlight some of the challenges in valuing flexibility and investment decisions in Software Product Line Architectures (SPLA). We explain the limitations of traditional approa...
Rami Bahsoon, Wolfgang Emmerich
HICSS
2006
IEEE
135views Biometrics» more  HICSS 2006»
14 years 1 months ago
Optimizing an IT Project Portfolio with Time-Wise Interdependencies
Little research has examined the relevance of real options for valuation of information technology (IT) investments for prioritizing a portfolio of projects. When the effect of pr...
Indranil R. Bardhan, Robert J. Kauffman, Sanjeewa ...