Embedding a net present value analysis into a binomial tree with a real option analysis-Reference-Cited by-同舟云学术

Embedding a net present value analysis into a binomial tree with a real option analysis

Published:2022-02-22 Issue:7 Volume:43 Page:2924-2934
ISSN:0143-6570
Container-title:Managerial and Decision Economics
language:en
Short-container-title:Manage Decis Econ

Author:

Arnold Tom¹^ORCID,Crack Timothy Falcon²,Schwartz Adam³

Affiliation:

1. The Robins School of Business, Department of Finance University of Richmond Richmond Virginia USA

2. Department of Accountancy and Finance University of Otago Dunedin New Zealand

3. Department of Management, Department of Accounting and Financial Management, Freeman College of Management Bucknell University Lewisburg Pennsylvania USA

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Business and International Management

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mde.3572

Reference11 articles.

1. A Pragmatic Guide to Real Options

2. Arnold T. &Crack T. F.(2000). “Option pricing in the real world: A generalized binomial model with applications to real options.” Social Science Research Network Working Paper.https://doi.org/10.2139/ssrn.240554

3. Arnold T. &Crack T. F.(2004a). “Real option valuation using NPV.” Social Science Research Network Working Paper.https://doi.org/10.2139/ssrn.644081

4. Using the WACC to Value Real Options

5. Measuring Investment Value: Free Cash Flow, Net Present Value, and Economic Value Added

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Utilizing support vector machines to foster sustainable development and innovation in the clean energy sector via green finance;Journal of Environmental Management;2024-06

2. Optimizing Concession Agreement Terms and Conditions: Stakeholder Interest Alignment in the Petrochemical Sector;Journal of Risk and Financial Management;2024-06-01

3. Introducing a real option framework for EVA/MVA analysis;The Engineering Economist;2023-08-28

4. Inclusion of “managing flexibility” valuations in the pricing of PPP projects: a multi-objective decision-making method;Engineering, Construction and Architectural Management;2023-05-26

5. Design of Financial Modeling System Based on Decision Tree Analysis;2023 IEEE International Conference on Integrated Circuits and Communication Systems (ICICACS);2023-02-24