{"title":"Estimating software cost contingency using options theory","authors":"Said Boukendour","doi":"10.1109/ITCC.2005.147","DOIUrl":null,"url":null,"abstract":"This paper aims to estimate the project cost contingency regardless the individual utility function and risk aversion. Considering a project alike a short selling, the option pricing theory is used to value the contingency as a risk premium that would be required by the market if the project was a traded security.","PeriodicalId":326887,"journal":{"name":"International Conference on Information Technology: Coding and Computing (ITCC'05) - Volume II","volume":"36 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2005-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Conference on Information Technology: Coding and Computing (ITCC'05) - Volume II","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ITCC.2005.147","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 4
Abstract
This paper aims to estimate the project cost contingency regardless the individual utility function and risk aversion. Considering a project alike a short selling, the option pricing theory is used to value the contingency as a risk premium that would be required by the market if the project was a traded security.
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