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CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS

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References

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1999Real options valuation: the new frontier in R&D project evaluation?191 cited
1996Actuarial bridges to dynamic hedging and option pricing189 cited
1984How Big is the Tax Advantage to Debt?158 cited
2000Indexed executive stock options158 cited
2002Decision Making Under Uncertainty—Real Options to the Rescue?139 cited
2003The Demand for Reinsurance: Theory and Empirical Tests124 cited
1984The Valuation of Multivariate Contingent Claims in Discrete Time Models104 cited
1998Pension schemes as options on pension fund assets: implications for pension fund management91 cited
1988An option pricing approach to evaluating petroleum projects

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86 cited

1994An Option Valuation Analysis of Investment Choices by a Regulated Firm76 cited

2002On the Use of Numeraires in Option Pricing71 cited

1983Calculating abandonment value using option pricing theory68 cited

1985The Integration of Insurance and Taxes in Corporate Pension Strategy66 cited

2008Corporate Governance Around the World63 cited

2002On the Use of Numeraires in Option Pricing59 cited

2013Liability-Driven Investment with DownsideRisk59 cited