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Finance and Credit

30(462) - 2011 August

Real options application for innovate investment in limited information conditions

Vol. 17, Iss. 30, AUGUST 2011

Available online: 17 August 2011

Subject Heading: Innovations and investments

JEL Classification:

Trifonov Yu.V. professor, dean of Economic Faculty, Nizhniy Novgorod State University n.a. N.I. Lobachevsky
decanat@ef.unn.ru

Yashin S.N. doctor of economic sciences, professor of chair of innovating management, Nizhny Novgorod State Technical University
jashin@52.ru

Koshelev E.V. associate professor, Nizhny Novgorod State University by N.I. Lobachevskiy
ekoshelev@yandex.ru

Real options method is adapted for the limited information about forecast business profitableness. Illustrated that the Black-Scholes option pricing model is not applicable for the real options valuing in this case. For the solving this problem used binomial model, modified in high risk conditions. Also modified model make it possible to follow the moments, profitable for advance execute the real option.

Keywords: real option, investment, high risk, option valuing, binomial model

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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