SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights
16 references·2 citing·31 second hop
Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights (2010)Evaluating Natural Resource Investments u…Theory of rational option pricing (2005)Theory of rational option pri…Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Stochastic Convenience Yield …Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…An analysis of a least squares regression method for American option pricing (2002)An analysis of a least square…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…Numerical Methods in Economics (1998)Numerical Methods in EconomicsThe Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Stochastic Convenience Yield …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Uncertainty and Exhaustible Resource Markets (1980)Uncertainty and Exhaustible R…Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…The Supply of Storage (1976)The Supply of StorageTheory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: A multi-stage stochastic integer programming approach (2018)Valuing portfolios of interde…Analyzing operational real options in metal mining investments with a system dynamic model (2016)Analyzing operational real op…The Random Character of Stock Market Prices (1968)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Coherent Measures of Risk (1999)An Intertemporal Capital Asset Pricing Model (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Impact of Uncertainty Shocks (2009)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)Theory of Financial Decision Making. (1988)Introductory Econometrics for Finance (2008)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)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,084 cited
  • 2005Theory of rational option pricing7,183 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 2003Monte Carlo Methods in Financial Engineering3,917 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,228 cited
  • 1998Numerical Methods in Economics2,589 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1977Options: A Monte Carlo approach1,367 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 1990Stochastic Convenience Yield and the Pricing of Oil Contingent Claims1,058 cited
  • 1976The Supply of Storage533 cited
  • 2005Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates443 cited
  • 2002An analysis of a least squares regression method for American option pricing344 cited
  • 1980Uncertainty and Exhaustible Resource Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

342 cited

Cited by

  • 2016Analyzing operational real options in metal mining investments with a system dynamic model16 cited
  • 2018Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: A multi-stage stochastic integer programming approach16 cited