A Fuzzy Pay-off Method for Real Option Valuation

Collan, Mikael and Fullér, Róbert and Mezei, József (2009) A Fuzzy Pay-off Method for Real Option Valuation. JOURNAL OF APPLIED MATHEMATICS AND DECISION SCIENCES, 2009. p. 238196. ISSN 1173-9126

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Real option analysis offers interesting insights on the value of assets and on the profitability of investments, which has made real options a growing field of academic research and practical application. Real option valuation is, however, often found to be difficult to understand and to implement due to the quite complex mathematics involved. Recent advances in modeling and analysis methods have made real option valuation easier to understand and to implement. This paper presents a new method

Item Type: Article
Subjects: Q Science / természettudomány > QA Mathematics / matematika
Depositing User: MTMT SWORD
Date Deposited: 21 May 2014 10:31
Last Modified: 21 May 2014 10:31

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