Real option value approach to firm valuation under price uncertainty
This study uses the Andres-Alonso et al (2006) model, and Cox, Ross, and Rubinstein (1979) binomial option pricing model to determine the real option value (ROV) and expected net present value (ENPV) of a firm under price uncertainty, to verify the sign of the difference between the ROV and ENPV (RO...
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| Format: | text |
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Archīum Ateneo
2018
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| Online Access: | https://archium.ateneo.edu/theses-dissertations/11 http://rizalls.lib.admu.edu.ph/#section=resource&resourceid=1742891189&currentIndex=0&view=fullDetailsDetailsTab |
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| Institution: | Ateneo De Manila University |