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The Evaluation of Venture Capital as an Instalment Option: Valuing Real Options Using Real Options
16 references·1 citing·31 second hop
The Evaluation of Venture Capital as an Instalment Option: Valuing Real Options Using Real Options (2004)The Evaluation of Venture Capital as an I…A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)A General Version of the Fund…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Venture Capitalists and the Oversight of Private Firms (1995)Venture Capitalists and the O…Optimal Investment, Monitoring, and the Staging of Venture Capital (1995)Optimal Investment, Monitorin…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyThe journal of financial economics (1993)The journal of financial econ…The structure and governance of venture-capital organizations (1990)The structure and governance …The Value of Waiting to Invest (1982)The Value of Waiting to InvestMartingales and stochastic integrals in the theory of continuous trading (1981)Martingales and stochastic in…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)THE VALUE OF AN OPTION TO EXC…The valuation of options for alternative stochastic processes (1976)The valuation of options for …Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Théorie de la spéculation (1900)Théorie de la spéculationModeling sequential R&D investments: a binomial compound option approach (2014)Modeling sequential R&D inves…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Option pricing: A simplified approach (1979)The Pricing of Options on Assets with Stochastic Volatilities (1987)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Job Market Signaling (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)A Review of IPO Activity, Pricing, and Allocations (2002)Capital Theory and Investment Behavior (1963)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Theory of Rational Option Pricing (1973)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)Theory of rational option pricing (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Capital markets research in accounting (2001)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
  • 1990The structure and governance of venture-capital organizations2,609 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1993The journal of financial economics2,544 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1995Optimal Investment, Monitoring, and the Staging of Venture Capital2,058 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
  • 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
  • 1995Venture Capitalists and the Oversight of Private Firms

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  • 2014Modeling sequential R&D investments: a binomial compound option approach23 cited