Investigation of the Real Switch Option Value Sensitivity
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F11%3A86081205" target="_blank" >RIV/61989100:27510/11:86081205 - 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
Investigation of the Real Switch Option Value Sensitivity
Original language description
Switch options are the generalised methodology of the multi-choice real options. The generalised approach of the switch option value on switch cost is based on fuzzystochastic methodology application. The paper includes the switch options value sensitivity on switch cost. The switch option valuation model is based on Bellman stochastic dynamic programming approach and discrete binomial model. Scenario sensitivity approach and fuzzy-stochastic model are applied including illustrative example.
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
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 29th International Conference on Mathematical Methods in Economics 2011 - part I
ISBN
978-80-7431-058-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
774-779
Publisher name
Professional Publishing
Place of publication
Prague
Event location
Janska Dolina
Event date
Sep 6, 2011
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000309074600129