Methods estimation development of investment projects in the oil complex of the Russian Federation with the value real options estimation models application

Бесплатный доступ

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

Статья научная