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Valuation of Sequential Compound Option to Default During Construction Included in R&D Project. Case Study

By Paweł Mielcarz


The article presents a case study of valuation of sequential compound option to default during construction included in RD project. The main goal of the author is to present methodological issues of application the binominal tree algorithm into real capital budgeting process. In order to achieve the goal the Market Asset Declaimer methodology was used. The article is a part of earlier presented publications, which discussed different methodological issues of real options valuations

Topics: LCC:Economic theory. Demography, LCC:HB1-3840, LCC:Social Sciences, LCC:H, DOAJ:Economics, DOAJ:Business and Economics
Publisher: Vizja Press & IT
Year: 2008
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