Results 21 to 30 of about 552,390 (336)

THE ROLE OF VENTURE CAPITAL IN THE BRIDGING OF FUNDING GAPS – A REAL OPTIONS REASONING [PDF]

open access: yesAnnals of the University of Oradea: Economic Science, 2015
Funding gaps occur when for a particular group of enterprises there are not enough available funds to finance their growth. Such enterprises are typically young, innovative and technology-oriented startup companies.
Fazekas Balazs, Becsky-Nagy Patricia
doaj  

Real options in finance

open access: yesJournal of Banking & Finance, 2017
Although the academic literature on real options has grown enormously over the past three decades, the adoption of formal real option valuation models by practitioners appears to be lagging. Yet, survey evidence indicates that managers’ decisions are near optimal and consistent with real option theory.
openaire   +2 more sources

Investment opportunities as real options [PDF]

open access: yesZbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2005
Opportunity (optional) approach to capital investment appraisal represents, completely new theoretical and methodological framework for investment analysis.
Adnan Rovčanin
doaj  

THE REAL OPTIONS OF CAPITAL BUDGET

open access: yesRevista Produção Online, 2008
The traditional techniques of capital budget, as the deducted cash flow and the net value present, do not incorporate existing flexibilities in an investment project, they tend to distort the value of certain investments, mainly those that are considered
Antonio Lopo Martins   +2 more
doaj   +1 more source

INVESTIGATING THE OPTIMAL EXIT TIMING AND LEVERAGE DURING THE COVID-19 CRISIS [PDF]

open access: yesFinancial Studies, 2023
This paper investigates the effectiveness of corporate credit policies as a means of preventing market exit in the aftermath of the COVID-19 pandemic. A real options framework incorporating dynamic programming is employed to investigate the relationship ...
Mohamed Ben ABDELHAMID, Makram BELLALAH
doaj  

The effect of non-ideal market conditions on option pricing [PDF]

open access: yesPhysica A 308, 420-442 (2002), 2001
Option pricing is mainly based on ideal market conditions which are well represented by the Geometric Brownian Motion (GBM) as market model. We study the effect of non-ideal market conditions on the price of the option. We focus our attention on two crucial aspects appearing in real markets: The influence of heavy tails and the effect of colored noise.
arxiv   +1 more source

Detailed kinship estimation for detecting bias among breeding families in a reintroduced population of the endangered bagrid catfish Tachysurus ichikawai

open access: yesPopulation Ecology, EarlyView.
In the process of captive breeding and reintroduction of endangered animal species, it is crucial to minimize familial bias in reproductive success during the reintroduction phase to preserve genetic diversity. In this study, we attempted to identify the familial lineage of individuals of the endangered bagrid fish Tachysurus ichikawai born at the ...
Hinano Mizuno   +5 more
wiley   +1 more source

Real Estate Development, Highest and Best Use and Real Options

open access: yesAestimum, 2013
The primary aim of this work is to connect the Real Options Theory (ROT) with the real estate investment framework. A great deal of theoretical work exist today; it begun with Merton (1973) and Black & Sholes (1973) and provided new insights into capital
Marina Bravi, Stefano Rossi
doaj   +1 more source

Selection of optimal portfolios of interdependent real options [PDF]

open access: yesDecision Science Letters, 2020
This paper presents a new method for selection of optimal options portfolios. The problem of defining optimal portfolios of real options is formulated as integer programming.
Bogdan Rebiasz
doaj   +1 more source

Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications [PDF]

open access: yesFractal Fract 2018, 2(1), 15, 2018
In this paper, we focus on option pricing models based on space-time fractional diffusion. We briefly revise recent results which show that the option price can be represented in the terms of rapidly converging double-series and apply these results to the data from real markets.
arxiv   +1 more source

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