Title A stochastic control framework for real options in strategic valuation / Alexander Vollert

Published Boston : Birkhäuser, [2003] ©2003

Copies

Location	Call no.	Vol.	Availability
MELB	332.63 Vol/Scf		AVAILABLE

Description ix, 266 pages : illustrations ; 24 cm Contents 1. Overview -- 2. Introduction to Real Options -- 3. Real Options and Stochastic Control -- 4. Valuing Real Options in a Stochastic Control Framework -- 5. Extensions: Competition and Time Delay Effects -- 6. Case Study: Flexibility in the Manufacturing Industry -- 7. Conclusions and Extensions Bibliography Includes bibliographical references (pages [245]-262) and index Subject Real options (Finance) -- Mathematical models. Corporations -- Valuation. Business enterprises -- Valuation. Capital investments -- Decision making -- Simulation methods. LC no. 2002033288 ISBN 0817642587 alkaline paper 3764342587 Germany alkaline paper

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