7 articles for “real option method”

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Research ArticleOpen accessPhrase in the titleReal Option Method and Escalation of Commitment in the Evaluation of Investment ProjectsMehrdad Karami, Farshid Ahmadi FarsaniProblem statement: This study applies an experimental method to find out whether using the real option method along with the discounted cash flow techniques can reduce the decision-makers’ Escalation of Commitment (EC hereafter) or their desire to keep up their commitment to a failed project. Approach: The real option method used for the evaluation of long-term projects also measures the … …American Journal of Economics and Business Administration, Vol. 3, Issue 3 · 19 Sep 2011 · 7,389 accessesView PDF Cite

Research ArticleOpen accessIn the abstractPaving the Way for Warehouse Centralization in Healthcare: A Preliminary Assessment ApproachAnna Corinna Cagliano, Sabrina Grimaldi, Carlo RafeleCentralized logistics management is currently one interesting option for healthcare systems facing an increasing need to improve responsiveness and service quality while reducing costs. This work focuses on one aspect of centralized logistics, namely warehouse centralization and proposes a preliminary approach to assess material management in healthcare institutions as a first step towards decisions about the implementation of such a … …American Journal of Applied Sciences, Vol. 13, Issue 5 · 5 May 2016 · 7,912 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA JUMP-DIFFUSION WITH STOCHASTIC VOLATILITY AND INTEREST RATEPairote Sattayatham, Paiboon PeeraparpIn this study, we present the application of Time Changed Levy method to model a jump-diffusion process with stochastic volatility and stochastic interest rate. We apply the Lewis Fourier transform method as well as the risk neutral expectation pricing method to derive a formula for a European option pricing. These combining methods give quite a short route to derive the … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 27 Mar 2013 · 6,888 accessesView PDF Cite

Research ArticleOpen accessIn the abstractMeasuring Power Consumption for Image Processing on Android SmartphoneKhairul Muzzammil Saipullah, Ammar Anuar, Nurul Atiqah Ismail, Yewguan SooThe energy consumption of smartphones can be undertaken in multiple levels of hardware and software. Generally, there are two approaches in measuring power consumption of a smartphone application which are the measurement-based and estimation-based methods. The goal of this study is to compare the two power consumption measuring approaches in quantifying the power consumed by image processing applications in Android … …American Journal of Applied Sciences, Vol. 9, Issue 12 · 17 Jan 2013 · 7,426 accessesView PDF Cite

Research ArticleOpen accessIn the abstractHybridization of Neural Learning Algorithms Using Evolutionary and Discrete Gradient ApproachesRanadhir Ghosh, John Yearwood, Moumita Ghosh, Adil BagirovIn this study we investigated a hybrid model based on the Discrete Gradient method and an evolutionary strategy for determining the weights in a feed forward artificial neural network. Also we discuss different variants for hybrid models using the Discrete Gradient method and an evolutionary strategy for determining the weights in a feed forward artificial neural network. The Discrete Gradient … …Journal of Computer Science, Vol. 1, Issue 3 · 30 Sep 2005 · 6,587 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordA Review of the Recent Advances Made in the Black-Scholes Models and Respective Solutions MethodsYasir Hamad Al Saedi, Gurudeo Anand TularamThe Black-Scholes model has been a major advance in finance over a period of time; this paper examines this model in some detail, in terms of the latest developments in both analytical and numerical solutions. The paper initially briefly examines historical aspects but quickly moves to a critical analysis of the works in the applications, solutions and implications for the … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 8 Jan 2018 · 8,621 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordThe Use of Real Options Methodology to Pasturelands EvaluationA. Michailidis, F. Chatzitheodoridis, I. Mountousis, K. PapanikolaouThis study demonstrates the utility of the real options approach to pasturelands investment analysis. The main objectives are to discuss the real options theory and show how it can be adopted to model uncertainty and managerial flexibility in pasture management (enlargement plan) and investment. Secondly, we show how to calculate the option values of selected options that may be available … …American Journal of Applied Sciences, Vol. 3, Issue 8 · 31 Aug 2006 · 6,763 accessesView PDF Cite