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10
votes
1answer
406 views

Appropriate measure of Volatility for economic returns from an asset?

In order to use Real Option Valuation (ROV), using Black-Scholes equation, I must know the volatility of the economic returns for T years. Knowing this information what could be the appropriate ...
6
votes
1answer
745 views

What is the best method to compute project volatility in Real Option Valuation?

There are few methods like Copeland-Antikarov, Herath-Park, Cobb-Charnes etc. to compute project volatility, however these methods compute upward biased volatility. What is the best method I could ...