Real option value approach to firm valuation under price uncertainty

• المؤلف الرئيسي: TABORA, CARLOS SANTIAGO
• التنسيق: text
• منشور في: Archīum Ateneo 2018
• الموضوعات: Real options (Finance); Options (Finance); Prices > Mathematical models; Net present value > Mathematical models; Corporations > Finance.
• الوصول للمادة أونلاين: https://archium.ateneo.edu/theses-dissertations/11; http://rizalls.lib.admu.edu.ph/#section=resource&resourceid=1742891189&currentIndex=0&view=fullDetailsDetailsTab

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...