Uncertainty and Human Capital Decisions: Traditional Valuation Methods and Real Options Logic [PDF]
, 2007 As the importance of human capital increases in organizations, so does the need to develop more sophisticated financial valuation models. This paper reviews some of the major traditional financial decision making models used in costing employment mode ...
Brett Badders +2 more
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Arbitrage Bounds on Currency Basket Options
Mathematical and Computational Applications, 2020 This article exploits arbitrage valuation bounds on currency basket options. Instead of using a sophisticated model to price these options, we consider a set of pricing models that are consistent with the prices of available hedging assets.
Yi Hong
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Present value of firm in case of correlated defaults
Lietuvos Matematikos Rinkinys, 2023 In this article, the valuation of firm’s present value in case of correlated defaults is studied. We showed that the valuation of portfolio credit risk can be interpreted as a valuation of the multiple contingent option.
Mantas Valužis
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Opciones reales secuenciales cuadrinomiales y volatilidad cambiante: incertidumbres tecnológicas
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021 Quadranomial Sequential Real Options with Changing Volatility: Technological Uncertainties The investments in biotechnologies for vaccine development characterizes by a set of sequential stages, from its development to the market launch, with multiple ...
Gastón Silverio Milanesi
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BANK VALUATION METHODS ANALYSIS: DEVELOMENT OPTIONS
Статистика и экономика, 2016 The paper considers existing businessvaluation methods. A brief description of the essence, advantages and disadvantages of each valuation method was provided.
Matvey D. Bondarenko
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Pricing Vulnerable Options with Market Prices of Common Jump Risks under Regime-Switching Models
Discrete Dynamics in Nature and Society, 2018 This paper investigates the valuation of vulnerable European options considering the market prices of common systematic jump risks under regime-switching jump-diffusion models.
Miao Han +3 more
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Potential of the economic valuation of soil-based ecosystem services to inform sustainable soil management and policy [PDF]
PeerJ, 2020 The concept of ecosystem services, especially in combination with economic valuation, can illuminate trade-offs involved in soil management, policy and governance, and thus support decision making.
Bartosz Bartkowski +5 more
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Real options valuation of franchise territorial exclusivity
Cogent Business & Management, 2017 With the maturity of the franchise system, franchisors have to look for new markets to capitalize constantly. This continuing expansion comes at the expense of the existing franchise establishments, as it could lead to territorial encroachment.
Lukito Adi Nugroho
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Valuation of Real Options in Crude Oil Production
Energies, 2017 Oil producers are going through a hard period. They have a number of real options at their disposal. This paper addresses the valuation of two of them: the option to delay investment and the option to abandon a producing field. A prerequisite for this is
Luis Mª Abadie, José M. Chamorro
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Asset Pricing Anomalies on Polish Stock Market According to Employee Stock Options [PDF]
Journal of Economics and Management, 2015 The article presents asset pricing anomalies on Polish Stock Market due to implementation and exercise of the employee stock options (ESO). Such mispricing of the stock is a result of the investors' expectations according to the market and non-market ...
Michał Łukowski +1 more
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