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Authors of Real Options Papers |
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Hakan Erdogmus papers on options use in software
decision making.
Additional research papers
|
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Kevin Sullivan's papers
|
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John
Favro's paper's site contains much to say about real options and agility
|
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Bruce Kogut's papers
|
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Michel Benaroch
|
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Real
Options: Theory Meets Practice is a conference on Real Options, which
contains many papers appropriate to IT. Here is a sample of some interesting
papers from these conferences
|
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More Options papers from a variety of authors |
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Optimal R&D
Investment Strategies Under the Threat of a Superior External Entry |
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A COTS
Acquisition Process: Definition and Experience Report |
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The
Role of Aggregation in the Measurement of IT-Related Organizational Innovation |
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A
Case for using Real Options Pricing Analysis to Evaluate Information Technology
Project Investments |
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Real
Options Analysis is Entirely Appropriate for Evaluating Uncertain IT Investments |
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Valuation of Information Technology Investments as Real Options |
|
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How Option Thinking can Improve Software Platform Decisions |
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Evaluating IT Investments in Construction: Accounting for Strategic Flexibility |
|
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Combining Product Line Engineering with Options Thinking |
|
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Real Options and Strategic Decision–Making |
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Real Options, Real Opportunities |
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Poverty of Cost Models, the Wealth of Real Options |
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Real Options Overview |
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Real Options and Cost Models |
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Justifying Information Technology Investments: Balancing the Need for Speed of
Action with Certainty Before Action |
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CIRANO
papers on Real Options |
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Value Creation,
Risk Management and Real Options |
| |
Real Options,
Preemption, and the Dynamics of Industry Investments |
| |
Monte Carlo Valuation of American Options through Computation of the Optimal
Exercise Frontier |
| |
Real Options and Markov Chains - Markov Stochastic
process are a natural way to model real options based statistical processes |
| |
The
Wiener-Hopf method with Applications to Finance, real Options, Insurance and
Queuing Theory |
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Real Options with Incomplete Information and Multi–Dimensional Random Controls |
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Real Options
with Monte Carlo Simulation |
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Introduction to Stochastic Optimization in Supply Chain and Logistics
Optimization |
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Managing R&D Projects
using Real Options
Part I and
Part II |
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Option Pricing using Variance Gamma Markov Chains |
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Sites with Real Options Papers
Sites |
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Real Options Selected
Reading List |
| |
Will
Real Options Take Root: Why companies have been slow to adopt the valuation
technique, Edward Teach, CFO Magazine, July 01, 2003 |
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The McKinsey Quarterly's Real Options articles. Some of these require a
subscription to the journal
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"How Much is Flexibility Worth?" |
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"Making Real Options Real" |
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"The Real Power of Real Options" |
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"Making the Most of Uncertainty" |
|
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Real–Options.Com
is a community site for financial managers,
researchers, students, and other practitioners of real options. A reading list
of books on Real Options
|
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Real Options
Conference proceedings |
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The Real
Options Group (ROG) site is maintained by a number of the top researchers in
the field, among them Lenos Trigeorgis and Gordon Sick. It basically serves the
purpose of advertising the consulting services of the ROG members and contains
conference announcements with a corporate focus.
Real Options in Petroleum site
emphasizes real option applications in the petroleum industry but also contains
lots of general information on real options as well as an extensive collection
of links.
|
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First Workshop on
Economic-Driven Software Engineering Research, EDSER-1 May 17, 1999 |
| |
Software
Engineering Resource List for Software Economics. Hosted by the IIT
Software Engineering Group of the Canadian Research Council.
|
| |
Real Options Resources hosted by
Alexander Triantis
which includes web links, searchable databases and loads of other RO
materials |
| |
Laurent Gauthier's
site on options in finance.
|
| |
Annotated
Bibliography on Software Investment Analysis |
| |
A
Bibliography of Real Options Theory Applications In Software Engineering |
| |
Paul Tallon's reading
list contains several books on real options theory and practice. |
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Real Options papers at MIT |
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Real Options
Symposium held at the University of Maryland, April 2002 |
|
|
Some Books on Real Options and IT
Decision Making |
| |
Real Options : Managerial Flexibility and Strategy in Resource Allocation
by Lenos Trigeorgis |
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Real Options by Amram and Kulatilaka.
|
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Investment Under Uncertainty by by Dixit and Pindyck. |
| |
The Innovator's Dilemma: When New Technologies Cause Great Firms to Fail
by Christensen. |
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The Real Options Solution: Finding Total Value in a High-Risk World by
Boer. |
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Value at Risk: The New Benchmark for Managing Financial Risk by Jorion.
|
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Valuing R&D Projects through Real Options:
Part I and
Part II |
| |
Option-Based Management of Technology Investment Risk,
Michael Benaroch who
has many papers on options based decision process in information technology. |
