A framework for the valuation of real options
dc.rights.license | CC-BY-NC-ND | |
dc.contributor.advisor | Oosterlee, C.W. | |
dc.contributor.author | Dam, Marloes van | |
dc.date.accessioned | 2025-04-03T14:01:49Z | |
dc.date.available | 2025-04-03T14:01:49Z | |
dc.date.issued | 2025 | |
dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/48798 | |
dc.description.sponsorship | Utrecht University | |
dc.language.iso | EN | |
dc.subject | By using the Black-Scholes model for the European financial call option, I created a framework to value the real option to defer. | |
dc.title | A framework for the valuation of real options | |
dc.type.content | Bachelor Thesis | |
dc.rights.accessrights | Open Access | |
dc.subject.courseuu | Mathematics & Applications | |
dc.thesis.id | 27882 |