Implement real option valuation methodology

(Methodology should probably be specified a bit better in the Overleaf document before ready to implement...) This could be a new function in the net_present_value.py module, or it could be a separate module. Inputs would have to be a decision point, a set of load development scenarios (with probabilities associated) branching off after the decision point, a set of grid development plans (depending on which load development scenario is realized). Functions for net present value calculation of the various grid development plans and scenarios would have to be called.

Mathematical "specification" for a simple case with two scenarios and two possible choices/options. Value of real option of deferring investment = \mathrm{PV}\mathrm{now} - [ p\mathrm{growth} \mathrm{PV}\mathrm{deferred} + (1 - p\mathrm{growth} ) \mathrm{PV}_\mathrm{avoided}]