IEEE - Institute of Electrical and Electronics Engineers, Inc. - Highly Uncertain Project Valuation Based on Sequential and Multiple Real Options

2010 6th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM)

Author(s): Liang Zhaohui ; Gong Dong-sheng
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2010
Conference Location: Chengdu City, China, China
Conference Date: 23 September 2010
Page(s): 1 - 4
ISBN (CD): 978-1-4244-3709-2
ISBN (Paper): 978-1-4244-3708-5
DOI: 10.1109/WICOM.2010.5600145
Regular:

Using Monte-Carlo simulation, the paper empirically researched how to calculate highly uncertain projects' value based on sequential and multiple real options. It analyzed the flexibility value of... View More

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