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Calculating abandonment value using option pricing theory
15 references·6 citing·36 second hop
Calculating abandonment value using option pricing theory (1983)Calculating abandonment value using optio…Theory of rational option pricing (2005)Theory of rational option pri…Options on the minimum or the maximum of two risky assets (1982)Options on the minimum or the…THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)THE VALUE OF AN OPTION TO EXC…THE PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD (1978)THE PRICING OF OPTIONS WITH S…Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis (1978)Finite Difference Methods and…CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS (1978)CALL OPTION PRICING WHEN THE …The valuation of warrants: Implementing a new approach (1977)The valuation of warrants: Im…Savings bonds, retractable bonds and callable bonds (1977)Savings bonds, retractable bo…Option Pricing: The American Put (1977)Option Pricing: The American …On the pricing of contingent claims and the Modigliani-Miller theorem (1977)On the pricing of contingent …CAPITAL BUDGETING AND THE CAPITAL ASSET PRICING MODEL: GOOD NEWS AND BAD NEWS (1977)CAPITAL BUDGETING AND THE CAP…Option pricing (1976)Option pricingThe Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…ABANDONMENT VALUE AND CAPITAL BUDGETING: COMMENT (1969)ABANDONMENT VALUE AND CAPITAL…ABANDONMENT VALUE AND CAPITAL BUDGETING* (1967)ABANDONMENT VALUE AND CAPITAL…Investments of Uncertain Cost (1992)Investments of Uncertain CostThe Capital-Investment Appraisal of New Technology: Problems, Misconceptions and Research Directions (1988)The Capital-Investment Apprai…Derivative Assets Analysis (1987)Derivative Assets AnalysisInflation, Uncertainty, and Investment (1986)Inflation, Uncertainty, and I…Valuing the Government's Tax Claim on Risky Corporate Assets (1985)Valuing the Government's Tax …Time to Build, Option Value, and Investment Decisions (1985)Time to Build, Option Value, …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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The information content of option prices and a test of market efficiency (1978)A Quick Algorithm for Pricing European Average Options (1991)Striking oil: Another puzzle? (2008)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Determinants of corporate borrowing (1977)A Lattice Framework for Option Pricing with Two State Variables (1988)The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)A Multivariate Model of the Term Structure (1980)The Pricing of Options on Debt Securities (1980)The valuation at origination of fixed-rate mortgages with default and prepayment (1995)The cost of capital, corporation finance and the theory of investment (2008)Theory of Rational Option Pricing (1973)The Pricing of Options on Default-Free Bonds (1982)Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques (1985)An exact and explicit solution for the valuation of American put options (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Intertemporal Capital Asset Pricing Model (1973)Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Changes of numéraire, changes of probability measure and option pricing (1995)Arbitrage Theory in Continuous Time (2004)Capital Equipment Analysis: The Required Rate of Profit (1956)Dividend Policy, Growth, and the Valuation of Shares (1961)Real Options as Engines of Choice and Heterogeneity (2004)Real Options Analysis: Where Are the Emperor's Clothes? (2005)The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity (2006)Option Pricing With V. G. Martingale Components1 (1991)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)Rational Prepayment and the Valuation of Mortgage-Backed Securities (1995)On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance (1989)A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities (1997)Application of option-pricing theory: twenty five years later (1998)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
  • 1982Options on the minimum or the maximum of two risky assets553 cited
  • 1976Option pricing473 cited
  • 1978Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis413 cited
  • 1977CAPITAL BUDGETING AND THE CAPITAL ASSET PRICING MODEL: GOOD NEWS AND BAD NEWS347 cited
  • 1977On the pricing of contingent claims and the Modigliani-Miller theorem266 cited
  • 1977The valuation of warrants: Implementing a new approach254 cited
  • 1977Savings bonds, retractable bonds and callable bonds229 cited
  • 1978CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS213 cited
  • 1977Option Pricing: The American Put209 cited
  • 1967ABANDONMENT VALUE AND CAPITAL BUDGETING*145 cited
  • 1969ABANDONMENT VALUE AND CAPITAL BUDGETING: COMMENT73 cited
  • 1978THE PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD72 cited

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  • 1992Investments of Uncertain Cost65 cited
  • 1987Derivative Assets Analysis64 cited
  • 1985Time to Build, Option Value, and Investment Decisions63 cited
  • 1986Inflation, Uncertainty, and Investment49 cited
  • 1985Valuing the Government's Tax Claim on Risky Corporate Assets42 cited
  • 1988The Capital-Investment Appraisal of New Technology: Problems, Misconceptions and Research Directions36 cited