SUBSTANTIATION OF THE INNOVATION AND INVESTMENT PROJECT USING THE METHOD OF REAL OPTIONS

Abstract

The main aspects of using the method of real options in substantiating the innovation and investment project are considered in the article. It was found that for the development and implementation of innovation and investment projects it is advisable to use the method of real options (ROV), which allows informed management decisions even in conditions of high uncertainty, as it can significantly increase the potential economic efficiency of investment projects. Two main methods are used to estimate the value of real options: the Black-Scholes option valuation model and the binomial model. The article describes the algorithm for implementing the methodology for evaluating an innovation and investment project with venture financing based on the method of real options.

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Basiurkina, N., Sysoieva, I., Ratushna, J., Kotenko, T., Baistriuchenko, N., & Sukhanova, A. (2020). Substantiation of the innovation and investment project using the method of real options. International Journal of Management, Vol. 11, 5, 497—510. https://doi.org/10.34218/IJM.11.5.2020.047. Nataliya Basiurkina, Inna Sysoieva, Julia Ratushna, Tetiana Kotenko, Nataliia Baistriuchenko and Alla Sukhanova, Substantiation of the Innovation and Investment Project Using the Method of Real Options. International Journal of Management, 11 (5), 2020, pp. 497-510. http://www.iaeme.com/IJM/issues.asp?JType=IJM&VType=11&IType=5

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