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The real option approach for estimation of venture project efficiency and risk

The real option approach for estimation of venture project efficiency and risk is under consideration. The possibility of such approach is based on analogy between the project and call-option. The problem of option efficiency and risk is solved for the case of probabilistic uncertainty. Exact defini...

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Detalhes bibliográficos
Main Authors: A K Kerimov, V M Matushok, S A Balashova
Formato: Artigo
Idioma:Inglês
Publicado em: Peoples’ Friendship University of Russia (RUDN University) 2011-09-01
Colecção:RUDN Journal of Economics
Assuntos:
Acesso em linha:http://journals.rudn.ru/economics/article/view/12219
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