• DocumentCode
    3112038
  • Title

    Estimating software cost contingency using options theory

  • Author

    Boukendour, Said

  • Author_Institution
    Univ. du Quebec en Outaouais, Que, Canada
  • Volume
    2
  • fYear
    2005
  • fDate
    4-6 April 2005
  • Firstpage
    825
  • 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.
  • Keywords
    pricing; project management; risk analysis; software cost estimation; option pricing theory; risk aversion; software project cost contingency estimation; utility function; Computer industry; Cost function; Distributed computing; Position measurement; Pricing; Protection; Security; Supply and demand; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Technology: Coding and Computing, 2005. ITCC 2005. International Conference on
  • Print_ISBN
    0-7695-2315-3
  • Type

    conf

  • DOI
    10.1109/ITCC.2005.147
  • Filename
    1425264
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3112038