Hey guys, any decent book out there on how to price them? I don't need a Uni text, just a quick and dirty method, so to speak. Thanks in advance.
https://en.wikipedia.org/wiki/Real_options_valuation It's basically Ye Ol' Brealey & Myers done up big. The cite has a sweet set of books and articles referenced. I read through a bunch of stuff and got a fine collection off of eBay for $Squat. BTW: Don't be distracted: the "real" here is not as in 'real estate' but in tangible versus derived from another (stock, etc) instrument.