---
title: Customer Valuation with Option Pricing Framework
url: https://www.ml-quant.com/papers/ssrn/4942246/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4942246
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4942246
featured: 2024-09-05
citations: unknown
topic: Derivatives & Volatility
---


# Customer Valuation with Option Pricing Framework

The article introduces a new method for evaluating customer value using a continuous-time option pricing framework, suggesting marketing costs are irreversible investments dependent on uncertain profit margins, a departure from the traditional discounted cash flow approach.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4942246
- Identifier: SSRN 4942246
- Released: 2024-07-31
- First featured: Quant Letter No. 64 (2024-09-05): https://www.ml-quant.com/issues/2024-09-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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