Seiji Harikae

University of Texas at Austin

2317 Speedway

Austin, TX 78712

United States

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Valuing Real Options in the Volatile Real World - A Generalized Implied Binomial Tree Approach

Number of pages: 38 Posted: 05 Feb 2018
Seiji Harikae, Tianyang Wang and James Dyer
University of Texas at Austin, Colorado State University - Department of Finance & Real Estate and University of Texas at Austin
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Abstract:

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Extreme Downside Risk, Multifactor Real Options; Implied Binomial Trees; Simulation