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Thoughts about Selected Models for the Valuation of Real Options
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 50 (2011) no. 2, pp. 5-12 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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This paper discusses option valuation logic and four selected methods for the valuation of real options in the light of their modeling choices. Two of the selected methods the Datar–Mathews method and the Fuzzy Pay-off Method represent later developments in real option valuation and the Black Scholes formula and the Binomial model for option pricing the more established methods used in real option valuation. The goal of this paper is to understand the big picture of real option valuation models used today and to discuss modeling perspectives for the future.
This paper discusses option valuation logic and four selected methods for the valuation of real options in the light of their modeling choices. Two of the selected methods the Datar–Mathews method and the Fuzzy Pay-off Method represent later developments in real option valuation and the Black Scholes formula and the Binomial model for option pricing the more established methods used in real option valuation. The goal of this paper is to understand the big picture of real option valuation models used today and to discuss modeling perspectives for the future.
Classification : 91G20, 91G60, 91G99
Keywords: real option valuation; option valuation models 
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     journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
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Collan, Mikael. Thoughts about Selected Models for the Valuation of Real Options. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 50 (2011) no. 2, pp. 5-12. http://geodesic.mathdoc.fr/item/AUPO_2011_50_2_a0/