Zastosowanie dwukrotnej symulacji Monte Carlo do wyceny opcji rozszerzenia inwestycji na przykładzie wielopoziomowego parkingu
Monte Carlo valuation of the option to expand with application in multi-storey car parking

Summary/Abstract: The aim of this paper is to present the application of Double Monte Carlo Simulation (2MC) in the valuation of investments containing the growth option. Paper presents a procedure for constructing a valuation model along with methods of identifying input and key-decision variables. Presented methodology is applied to valuation of expansion option in a multi-storey car park at Bluewater mall. Paper finishes with an interpretation of the valuation results and is summarized with conclusions on used methodology

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