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Investigação Operacional

 ISSN 0874-5161

NASCIMENTO, André Fichel    BAIDYA, Tara Keshar Nanda. Avaliação da Aquisição de um Ativo de Tecnologia da Informação Através do Método dos Mínimos Quadrados de Monte Carlo . []. , 26, 2, pp.201-209. ISSN 0874-5161.

In this article, a project based on the acquisition of an information technology asset is valued through the real options theory. The contemplated model takes into account uncertainty in costs and benefits to be generated. A numerical solution based on Monte Carlo simulation was developed in order to test the approach.

: Project Valuation; Real Options; Least Squares Monte Carlo Method; Monte Carlo Simulation; Information Technology (IT).

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