The real option approach for estimation of venture project efficiency and risk

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Abstract


The real option approach for estimation of venture project efficiency and risk is under consideration. The possibility of such approach is based on analogy between the project and call-option. The problem of option efficiency and risk is solved for the case of probabilistic uncertainty. Exact definitions of option parameters analogs for venture projects are given. Obtained results makes possible to estimate project efficiency and risk with taking into account intermediate results of a project.

About the authors

A K Kerimov

Peoples' Friendship University of Russia

Email: keram@economist.rudn.ru <mailto:keram@economist.rudn.ru>
Peoples' Friendship University of Russia

V M Matushok

Peoples' Friendship University of Russia

Email: mvm@economist.rudn.ru
Peoples' Friendship University of Russia

S A Balashova

Peoples' Friendship University of Russia

Email: sveta_b@economist.rudn.ru
Peoples' Friendship University of Russia

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