Blar i Studentoppgaver (TN-ISØP) på emneord "real options"
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Evaluating the effect of the oil prices' uncertainty on the optimal timing of transition from oil to gas production using Real Option techniques
(Masteroppgave/UIS-TN-IØRP/2011;, Master thesis, 2011)Deciding whether or not to stop producing oil and start producing gas is a difficult decision. This due to the decision‟s irreversible nature and dependency on the many uncertain factors. With one of the main uncertainties ... -
Real Option Valuation: Dynamic Programming of Mean Reverting Binomial Lattice
(Masteroppgave/UIS-TN-IØRP/2018;, Master thesis, 2018-08-01)The binomial real options valuation approach using the market asset disclaimer assumption with an emphasis on state-dependent cash flows is reviewed and implemented using geometric Brownian Motion as the stochastic process ...