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Chapter 21 Real options
16 references·1 citing·25 second hop
Chapter 21 Real options (1995)Chapter 21 Real optionsTheory of rational option pricing (2005)Theory of rational option pri…Investment under Uncertainty (1994)Investment under UncertaintyIrreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Handbooks in operations research and management science (1989)Handbooks in operations resea…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…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 …Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…DEBT AND TAXES* (1977)DEBT AND TAXES*The valuation of options for alternative stochastic processes (1976)The valuation of options for …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…The Economics of Exhaustible Resources (1931)The Economics of Exhaustible …The capital cost of holding inventory with stochastically mean-reverting purchase price (2007)The capital cost of holding i…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)Option pricing when underlying stock returns are discontinuous (1976)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)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Dynamic Asset Pricing Theory. (1993)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Balanced-budget redistribution as the outcome of political competition (1987)Understanding Crude Oil Prices (2008)RCP4.5: a pathway for stabilization of radiative forcing by 2100 (2011)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1931The Economics of Exhaustible Resources4,535 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
  • 1977DEBT AND TAXES*2,896 cited
  • 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 1985Evaluating Natural Resource Investments2,379 cited

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  • 2007The capital cost of holding inventory with stochastically mean-reverting purchase price24 cited