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Demand Uncertainty, Development Timing and Leasehold Land Valuation: Empirical Testing of Real Options in Residential Real Estate Development
16 references·1 citing·37 second hop
Demand Uncertainty, Development Timing and Leasehold Land Valuation: Empirical Testing of Real Options in Residential Real Estate Development (2014)Demand Uncertainty, Development Timing an…Rational Theory of Warrant Pricing (2015)Rational Theory of Warrant Pr…Theory of rational option pricing (2005)Theory of rational option pri…Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms (2004)Investment–Cash Flow Sensitiv…Commercial Real Estate Analysis and Investments (2000)Commercial Real Estate Analys…The Complete Guide to Option Pricing Formulas (1997)The Complete Guide to Option …American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods (1996)American Option Valuation: Ne…The Analytic Valuation of American Options (1990)The Analytic Valuation of Ame…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…A Lattice Framework for Option Pricing with Two State Variables (1988)A Lattice Framework for Optio…Time to build, option value, and investment decisions (1987)Time to build, option value, …Efficient Analytic Approximation of American Option Values (1987)Efficient Analytic Approximat…Urban Land Prices Under Uncertainty (1985)Urban Land Prices Under Uncer…The Value of Waiting to Invest (1982)The Value of Waiting to InvestOption pricing: A simplified approach (1979)Option pricing: A simplified …Determinants of corporate borrowing (1977)Determinants of corporate bor…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…A real option-based valuation model for Shared Water Saving Management Contract (2020)A real option-based valuation…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)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)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)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)The Pricing of Options and Corporate Liabilities (1973)The Crash of ʼ87: Was It Expected? The Evidence from Options Markets (1991)Real Options and Interactions with Financial Flexibility (1993)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Theory of Auctions and Competitive Bidding (1982)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Investor valuation of the abandonment option (1996)The Long-Run Evolution of Energy Prices (1999)Asymmetric Information and Risky Debt Maturity Choice (1986)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Why Firms Use Currency Derivatives (1997)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)Time to Build and Aggregate Fluctuations (1982)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)The stochastic city (1990)The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)Land use regulation and new construction (2000)
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  • 2020A real option-based valuation model for Shared Water Saving Management Contract25 cited