. . "Aplikace v\u00EDcefaktorov\u00FDch re\u00E1ln\u00FDch opc\u00ED" . "Application of the multi-factor real options methodology"@en . "1"^^ . . "Under real option methodology, it is necessary to use and deal with more complex valuation models. These models are characterised as American, multi-factors, with greater option variants. There is in the paper described topic of multi-factor models application on the basis of the equivalence of the statistical moments. Described is single-factor and two-factor recombination binomial model, by virtue of the risk-neutral probability and generally solvable by the Bellman principle of optimality. Presented is also the illustrative example."@en . "6"^^ . . "P\u0159i aplikaci re\u00E1ln\u00FDch opc\u00ED je nezbytn\u00E9 pou\u017E\u00EDt a \u0159e\u0161it slo\u017Eit\u011Bj\u0161\u00ED oce\u0148ovac\u00ED modely charakterizovan\u00E9 jako americk\u00E9, v\u00EDcefaktorov\u00E9 a s v\u011Bt\u0161\u00ED variantnost\u00ED voleb. V p\u0159\u00EDsp\u011Bvku je pops\u00E1na problematiku aplikace multifaktorov\u00FDch binomick\u00FDch model\u016F p\u0159i aplikaci re\u00E1ln\u00FDch opc\u00ED na b\u00E1zi ekvivalence statistick\u00FDch moment\u016F. Pops\u00E1n je jednofaktorov\u00FD a dvoufaktorov\u00FD binomick\u00FD model na b\u00E1zi rizikov\u011B-neutr\u00E1ln\u00ED pravd\u011Bpodobnosti a obecn\u011B \u0159e\u0161iteln\u00FD pomoc\u00ED Bellmanova principu optimality. Uveden je rovn\u011B\u017E ilustrativn\u00ED p\u0159\u00EDklad." . "real option; Discrete Binomial Model; risk-neutral probability; multi-factor models"@en . . "80-248-1159-6" . "Zme\u0161kal, Zden\u011Bk" . "1"^^ . "Aplikace v\u00EDcefaktorov\u00FDch re\u00E1ln\u00FDch opc\u00ED" . . "V\u0160B - TU Ostrava, Ekonomick\u00E1 fakulta" . "P\u0159i aplikaci re\u00E1ln\u00FDch opc\u00ED je nezbytn\u00E9 pou\u017E\u00EDt a \u0159e\u0161it slo\u017Eit\u011Bj\u0161\u00ED oce\u0148ovac\u00ED modely charakterizovan\u00E9 jako americk\u00E9, v\u00EDcefaktorov\u00E9 a s v\u011Bt\u0161\u00ED variantnost\u00ED voleb. V p\u0159\u00EDsp\u011Bvku je pops\u00E1na problematiku aplikace multifaktorov\u00FDch binomick\u00FDch model\u016F p\u0159i aplikaci re\u00E1ln\u00FDch opc\u00ED na b\u00E1zi ekvivalence statistick\u00FDch moment\u016F. Pops\u00E1n je jednofaktorov\u00FD a dvoufaktorov\u00FD binomick\u00FD model na b\u00E1zi rizikov\u011B-neutr\u00E1ln\u00ED pravd\u011Bpodobnosti a obecn\u011B \u0159e\u0161iteln\u00FD pomoc\u00ED Bellmanova principu optimality. Uveden je rovn\u011B\u017E ilustrativn\u00ED p\u0159\u00EDklad."@cs . "RIV/61989100:27510/06:00013508!RIV07-GA0-27510___" . . "Ostrava" . "RIV/61989100:27510/06:00013508" . . "\u0158\u00EDzen\u00ED a modelov\u00E1n\u00ED finan\u010Dn\u00EDch rizik" . . "[F3CF90D65F09]" . . . . "27510" . "P(GA402/04/1357)" . "455-460" . "Aplikace v\u00EDcefaktorov\u00FDch re\u00E1ln\u00FDch opc\u00ED"@cs . . . "Application of the multi-factor real options methodology"@en . "Aplikace v\u00EDcefaktorov\u00FDch re\u00E1ln\u00FDch opc\u00ED"@cs . . . "465730" .