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Real Options with Random Controls and the Value of Learning
16 references·2 citing·20 second hop
Real Options with Random Controls and the Value of Learning (2000)Real Options with Random Controls and the…Theory of rational option pricing (2005)Theory of rational option pri…Is Learning by Exporting Important? Micro-Dynamic Evidence from Colombia, Mexico, and Morocco (1998)Is Learning by Exporting Impo…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyEntry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…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…Option pricing: A simplified approach (1979)Option pricing: A simplified …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…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Multi-stage product development with exploration, value-enhancing, preemptive and innovation options (2012)Multi-stage product developme…Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments (2007)Pricing real growth options w…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)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)The Pricing of Options on Assets with Stochastic Volatilities (1987)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Irreversibility, Uncertainty, and Investment (1990)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1998Is Learning by Exporting Important? Micro-Dynamic Evidence from Colombia, Mexico, and Morocco2,269 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER

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Cited by

  • 2012Multi-stage product development with exploration, value-enhancing, preemptive and innovation options20 cited
  • 2007Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments18 cited