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Real Options in Theory and Practice
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Real Options in Theory and Practice (2010)Real Options in Theory and PracticeStochastic-dynamic modelling of farm-level investments under uncertainty (2020)Stochastic-dynamic modelling …Infrastructure maintenance and replacement optimization under multiple uncertainties and managerial flexibility (2019)Infrastructure maintenance an…General lattice methods for arithmetic Asian options (2019)General lattice methods for a…Analyzing investments in flood protection structures: A real options approach (2019)Analyzing investments in floo…Evaluating the enhanced flexibility of lignite-fired power plants: A real options analysis (2018)Evaluating the enhanced flexi…Real option valuation for reserve capacity (2016)Real option valuation for res…Real option analysis of aircraft acquisition: A case study (2015)Real option analysis of aircr…Pumped-storage project: A short to long term investment analysis including climate change (2015)Pumped-storage project: A sho…The Pricing of Options and Corporate Liabilities (1973)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investment timing decisions in hydropower adaptation projects using climate scenarios: A case study of South Korea (2016)Real Options-Based Framework for Hydropower Plant Adaptation to Climate Change (2016)A Real Options‐Based Decision‐Making Model for Infrastructure Investment to Prevent Rainstorm Disasters (2019)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Investment Valuation Model of Public Rental Housing PPP Project for Private Sector: A Real Option Perspective (2019)Aircraft acquisition optimization under demand and cost fluctuations: Before and after leasing standard changes (2023)Real options in transportation research: A review (2023)Determinants of corporate borrowing (1977)Investment Under Uncertainty. (1994)Using real options model based on Monte-Carlo Least-Squares for economic appraisal of flexibility for electricity generation with VVER-1000 in developing countries (2021)Option pricing: A simplified approach (1979)Option pricing when underlying stock returns are discontinuous (1976)Changes of numéraire, changes of probability measure and option pricing (1995)General multilevel Monte Carlo methods for pricing discretely monitored Asian options (2020)The Value of Waiting to Invest (1982)Investment under Uncertainty (1994)Evaluating Natural Resource Investments (1985)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)Bayesian calibration and number of jump components in electricity spot price models (2017)
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Cited by

  • 2015Pumped-storage project: A short to long term investment analysis including climate change30 cited
  • 2015Real option analysis of aircraft acquisition: A case study26 cited
  • 2018Evaluating the enhanced flexibility of lignite-fired power plants: A real options analysis22 cited
  • 2019General lattice methods for arithmetic Asian options20 cited
  • 2019Infrastructure maintenance and replacement optimization under multiple uncertainties and managerial flexibility20 cited
  • 2019Analyzing investments in flood protection structures: A real options approach18 cited
  • 2020Stochastic-dynamic modelling of farm-level investments under uncertainty18 cited
  • 2016Real option valuation for reserve capacity17 cited

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