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Use of real options in asset valuation
http://www.erasmusenergy.com/articles/118/1/Use-of-real-options-in-asset-valuation/Page1.html
Gary Gitelman
 
By Gary Gitelman
Published on 12/13/2007
 
Keywords:
Published in: The Electricity Journal
Publication year: 2002

An enhanced real option methodology and an alternative volatility measure, applied to the real option framework, allow a valuation to capture the holistic nature of real assets and the reality of the transaction involving them.

Use of real options in asset valuation

An enhanced real option methodology and an alternative volatility measure, applied to the real option framework, allow a valuation to capture the holistic nature of real assets and the reality of the transaction involving them.