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COR
2008
119views more  COR 2008»
13 years 4 months ago
The valuation of multidimensional American real options using the LSM simulation method
In this paper we show how a multidimensional American real option may be solved using the LSM simulation method originally proposed by Longstaff and Schwartz [2001, The Review of ...
Gonzalo Cortazar, Miguel Gravet, Jorge Urzua
HICSS
2003
IEEE
91views Biometrics» more  HICSS 2003»
13 years 10 months ago
Strategic Investment Planning by Using Dynamic Decision Trees
In this paper we shall represent strategic planning problems by dynamic decision trees, in which the nodes are projects that can be deferred or postponed for a certain period of t...
Péter Majlender
ICSEA
2007
IEEE
13 years 11 months ago
Making Cost Effective Security Decision with Real Option Thinking
One of the major challenges in IT security management is determining how much to spend and where to spend. This requires understanding of the economic issues regarding IT security...
Jingyue Li, Xiaomeng Su