Black-Scholes model

Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review
Based on a multidisciplinary literature review, we discuss the assumptions implicit in the prevalent Black-Scholes model and argue for relaxed assumptions that better represent characteristics of uncertain IT projects.
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Decision Support for IT Investment Projects
This paper explores the statistical and economical significance of intraday and -week patterns in bid-ask spreads.
Cite DOI BUSINESS & INFORMATIOJN SYSTEMS ENGINEERING
Decision Support for IT Investment Projects