Methods estimation development of investment projects in the oil complex of the Russian Federation with the value real options estimation models application
Автор: Ganieva Maria Kudratuloevna
Журнал: Петербургский экономический журнал @gukit-journal
Рубрика: Инновационное развитие экономики и социально-культурной сферы
Статья в выпуске: 2 (18), 2017 года.
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The article considers the main approaches used to evaluate investment projects usingthe real value options valuation model. Key factors influencing the value of assetsand the main types of real options for oil projects are identified. A methodologyfor estimating investment projects in the Russian oil sector using real value optionsvaluation models based on the Black-Scholes model and the Cox-Ross-Rubinsteinbinomial tree model is proposed. The main directions of their improvement aredetermined.
Oil complex, real options, fuzzy sets, binominal tree, black-scholes model, cox-ross-rubinshtein model
Короткий адрес: https://sciup.org/140129092
IDR: 140129092