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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 dynamic programming 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.
  • 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 dynamic programming 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. (en)
Title
  • Real compound sequential and learning options modelling
  • Real compound sequential and learning options modelling (en)
skos:prefLabel
  • Real compound sequential and learning options modelling
  • Real compound sequential and learning options modelling (en)
skos:notation
  • RIV/61989100:27510/10:86076676!RIV11-GA0-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/1234)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
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  • 284019
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/10:86076676
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Learning Compound options; Sequential Compound Option; Compound Option; Stochastic Dynamic Programming; Discrete Binomial Model; Real options (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [4676F62DC39A]
http://linked.open...v/mistoKonaniAkce
  • České Budějovice
http://linked.open...i/riv/mistoVydani
  • České Budějovice
http://linked.open...i/riv/nazevZdroje
  • Mathematical Methods in Economics 2010
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Zmeškal, Zdeněk
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000287979900116
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • University of South Bohemia
https://schema.org/isbn
  • 978-80-7394-218-2
http://localhost/t...ganizacniJednotka
  • 27510
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