220 search results - page 5 / 44 » Real options valuation |
IOR
2002
13 years 7 months ago
2002
This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service. While the contract forms and pricing methodo...
ER
2010
Springer
13 years 6 months ago
2010
Springer
Abstract. Of particular concern in requirements engineering is the selection of requirements to implement in the next release of a system. To that end, there has been recent work o...
FS
2010
13 years 6 months ago
2010
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
SODA
2012
ACM
11 years 10 months ago
2012
ACM
Motivated by the problem of querying and communicating bidders’ valuations in combinatorial auctions, we study how well different classes of set functions can be sketched. More...
MANSCI
2007
13 years 7 months ago
2007
“Real options” is often viewed as a valuable managerial tool of flexibility and exploration in new technology investment. Real options theory has been criticized, however, due...