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Real R&D Options
16 references·1 citing·30 second hop
Real R&D Options (2004)Real R&D OptionsTheory of rational option pricing (2005)Theory of rational option pri…Real Options: A Practitioner's Guide (2001)Real Options: A Practitioner'…Real options: managing strategic investment in an uncertain world (1999)Real options: managing strate…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Closed-Form Solution for Op…Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)Stock Price Distributions wit…Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…The Pricing of Options on Assets with Stochastic Volatilities (1987)The Pricing of Options on Ass…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Value of Waiting to Invest (1982)The Value of Waiting to InvestThe valuation of compound options (1979)The valuation of compound opt…Option pricing: A simplified approach (1979)Option pricing: A simplified …THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)THE VALUE OF AN OPTION TO EXC…Determinants of corporate borrowing (1977)Determinants of corporate bor…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity (2011)Incorporating technical risk …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)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)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Empirical Performance of Alternative Option Pricing Models (1997)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The Cross‐Section of Volatility and Expected Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Investment in Human Capital: A Theoretical Analysis (1962)Irreversibility, Uncertainty, and Investment (1990)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Martingales and stochastic integrals in the theory of continuous trading (1981)Measuring and Testing the Impact of News on Volatility (1993)Introductory Econometrics for Finance (2008)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
  • 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
  • 1979The valuation of compound options1,107 cited
  • 1999Real options: managing strategic investment in an uncertain world1,107 cited
  • 2001

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Real Options: A Practitioner's Guide
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  • 2011Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity19 cited