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Monte Carlo Estimation of Project Volatility for Real Options Analysis
7 references·8 citing·36 second hop
Monte Carlo Estimation of Project Volatility for Real Options Analysis (2006)Monte Carlo Estimation of Project Volatil…Real options analysis : tools and techniques for valuing strategic investments and decisions (2002)Real options analysis : tools…MULTI-STAGE CAPITAL INVESTMENT OPPORTUNITIES AS COMPOUND REAL Options (2002)MULTI-STAGE CAPITAL INVESTMEN…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Estimating volatility and dividend yield when valuing real options to invest or abandon (1998)Estimating volatility and div…Investment Analysis of Offshore Concessions in the Netherlands (1997)Investment Analysis of Offsho…Investment Under Uncertainty. (1994)Investment Under Uncertainty.The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)The Nature of Option Interact…Real options decision framework: Strategic operating policies for open pit mine planning (2016)Real options decision framewo…Corporate Social Responsibility: A Real Options Approach to the Challenge of Financial Sustainability (2015)Corporate Social Responsibili…Real Options Valuation of Phased Investments in Commercial Energy Retrofits under Building Performance Risks (2014)Real Options Valuation of Pha…Investment Valuation Model for Renewable Energy Systems in Buildings (2014)Investment Valuation Model fo…Impact of Irreversibility and Uncertainty on the Timing of Infrastructure Projects (2012)Impact of Irreversibility and…Transmission capacity between Norway and Germany: a real options analysis (2011)Transmission capacity between…Recombining Trinomial Tree for Real Option Valuation with Changing Volatility (2011)Recombining Trinomial Tree fo…Valuing Multifactor Real Options Using an Implied Binomial Tree (2010)Valuing Multifactor Real Opti…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Cooperation under uncertainty: Assessing the value of risk sharing and determining the optimal risk-sharing rule for agents with pre-existing business and diverging risk attitudes (2016)The Pricing of Options and Corporate Liabilities (1973)Investment under Uncertainty (1994)“Options, Futures, and Other Derivatives” (2016)Determining the optimal installation timing of building integrated photovoltaic systems (2016)Modeling managerial behavior in real options valuation for project-based environments (2018)Investment valuation model for sustainable infrastructure systems (2019)Determinants of corporate borrowing (1977)Decision Making Under Uncertainty—Real Options to the Rescue? (2002)Using real option analysis for highly uncertain technology investments: The case of wind energy technology (2011)A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems (2015)Options, Futures and Other Derivatives (2003)Can We Capture the Value of Option Volatility? (2008)Volatility estimation for stochastic project value models (2012)Theory of Rational Option Pricing (1973)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Theory of rational option pricing (2005)Option pricing: A simplified approach (1979)VALUING PETROLEUM RESERVES USING CURRENT NET PRICE (1999)Risk and Foreign Direct Investment (2006)Real options and institutions (2017)The Value of Waiting to Invest (1982)Challenges to the practical implementation of modeling and valuing real options (1998)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)Real options theory in strategic management (2016)A real options evaluation model for the diffusion prospects of new renewable power generation technologies (2006)Early Assessment of Medical Technologies to Inform Product Development and Market Access (2011)Enabling Flexibility in Engineering Systems: A Taxonomy of Procedures and a Design Framework (2013)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Real options valuation with changing volatility (2015)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options544 cited
  • 2002Real options analysis : tools and techniques for valuing strategic investments and decisions484 cited
  • 2002MULTI-STAGE CAPITAL INVESTMENT OPPORTUNITIES AS COMPOUND REAL Options139 cited
  • 1998Estimating volatility and dividend yield when valuing real options to invest or abandon68 cited
  • 1997Investment Analysis of Offshore Concessions in the Netherlands60 cited

Cited by

  • 2011Recombining Trinomial Tree for Real Option Valuation with Changing Volatility34 cited
  • 2011Transmission capacity between Norway and Germany: a real options analysis33 cited
  • 2014Investment Valuation Model for Renewable Energy Systems in Buildings31 cited
  • 2012Impact of Irreversibility and Uncertainty on the Timing of Infrastructure Projects28 cited
  • 2015Corporate Social Responsibility: A Real Options Approach to the Challenge of Financial Sustainability28 cited
  • 2016Real options decision framework: Strategic operating policies for open pit mine planning23 cited
  • 2014Real Options Valuation of Phased Investments in Commercial Energy Retrofits under Building Performance Risks

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22 cited
  • 2010Valuing Multifactor Real Options Using an Implied Binomial Tree20 cited