A Tutorial for Modeling Real Options Lattices from Project Cash Flows

Context: several methods for evaluating real options have been extensively studied and published. But recombining binomial trees, known as lattices, are perhaps one of the most practical and intuitive approaches to model uncertainty and price project managerial flexibilities for real options applica...

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Bibliographic Details
Main Authors: Naielly Lopes Marques, Carlos de Lamare Bastian-Pinto, Luiz Eduardo Teixeira Brandão
Format: Article
Language:English
Published: Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD) 2020-07-01
Series:RAC: Revista de Administração Contemporânea
Subjects:
Online Access:https://rac.anpad.org.br/index.php/rac/article/view/1419