Value-at-risk analysis for real options in complex engineered systems

This paper presents a simple but powerful real options valuation methodology suitable for valuing flexibility in complex engineered systems. It is based on value-at-risk analysis and relies on a standard discounted cash flow approach. It demonstrates the method with a case study of the architecting...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Hassan, R., de Neufville, R., McKinnon, D.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Aerospace engineering Cost accounting Demand forecasting Design engineering Economic forecasting Fleet Architecture Flexibility Genetic Algorithm Power engineering and energy Power generation economics Real Options Satellites Space vehicles Spacecraft Design Systems engineering and theory
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