Innovative projects with real options in textile production: evaluation of their effect

Филин, С. А.; Yakushev, A. Zh.; Myrkhalykov, Zhumahan; Velikorossov, Vladimir. V.; Chaikovskaya, L.A.

doi:10.1051/e3sconf/202017605010

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2023

2024

Publication Types

Select...

Book1

Article1

Relationship

Self Cite0

Independent2

Authors

Journals

Cited by 2 publications

References 5 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

Sustainability Innovation in the Textile Industry

Harsanto,

Farras,

Indradi

2024

SDGs and Textiles

View full text Add to dashboard Cite

Sustainability Innovation in the Textile Industry

Harsanto,

Farras,

Indradi

2024

SDGs and Textiles

View full text Add to dashboard Cite

Option Contract Pricing Model for Real Option with Right to Sell/Purchase the Project

Филин

Chaikovskaya

Zhussipova

et al. 2023

jour

View full text Add to dashboard Cite

The study in the article aims to improve the methodology for calculating the price of an option agreement. The subject is calculating the price of the option agreement for a real option with the right to sell/purchase. The hypothesis is that using a more objective calculation formula will increase the efficiency of making the corporation's strategic investment and management decisions. The method of mathematical modelling is used to refine the methodology for calculating the price of an option agreement within the framework of the ways of real options and discounting cash flows. The article justifies and clarifies the calculation formulas for the price of an option agreement for a real option with the right to sell/purchase. It has been shown that an objective assessment of the value of this option is a powerful tool for making a strategic investment decision. The article's novelty is the combination of the practice of hedging standards for transactions and methods of real options and discounting cash flows when developing a model for calculating the price of an agreement. The application of a more objective pricing formula for an options contract, limited to the specified project profitability index, confirms the hypothesis. A more objective assessment of the effectiveness of projects with the application of real options is a competitive advantage of the corporation due to the ability to benefit further from risk and uncertainty. The direction of future research is the formalization of the option pricing model for calculating net assets.

show abstract

Innovative projects with real options in textile production: evaluation of their effect

Cited by 2 publications

References 5 publications

Sustainability Innovation in the Textile Industry

Sustainability Innovation in the Textile Industry

Option Contract Pricing Model for Real Option with Right to Sell/Purchase the Project

Contact Info

Product

Resources

About