Real compound sequential and learning options modelling
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F10%3A86076676" target="_blank" >RIV/61989100:27510/10:86076676 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Real compound sequential and learning options modelling
Original language description
The paper concerns the real option modelling under the risk and flexibility. The basic intention of the paper is to describe, analyse and discuss the generalised modelling approach of sequential and learning real options. The model is proposed as dynamicprogramming binomial option valuation approach on replication strategy and risk-neutral probability. Illustrative examples of the application of the sequential and learning model are presented. The option flexible values are computed.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F08%2F1234" target="_blank" >GA402/08/1234: Analysis and forecasting of companies and sectors financial performance under flexibility</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Mathematical Methods in Economics 2010
ISBN
978-80-7394-218-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
University of South Bohemia
Place of publication
České Budějovice
Event location
České Budějovice
Event date
Sep 8, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000287979900116