Ověření hybridních modelů na bázi teorie her a reálných opcí

Abstract

Investment decision-making and valuation of company assets are basic and crucial of financial management. Typical features of an investment modelling are risk and flexibility. These aspects are included fully in the real option methodology, as a generalised approach. Decisions are sometimes influenced by other market participants and these aspects are included by game theory. Reatively new approaches investment decision-making are explained by a combination real option and game theory.