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Real estate and real options — A case study
16 references·2 citing·24 second hop
Real estate and real options — A case study (2007)Real estate and real options — A case stu…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Theory of rational option pricing (2005)Theory of rational option pri…Challenges to the practical implementation of modeling and valuing real options (1998)Challenges to the practical i…The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)The Strategic Exercise of Opt…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyThe Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)The Nature of Option Interact…Empirical Testing of Real Option-Pricing Models (1993)Empirical Testing of Real Opt…Real estate development as an option (1991)Real estate development as an…Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…Efficient Analytic Approximation of American Option Values (1987)Efficient Analytic Approximat…Urban Land Prices Under Uncertainty (1985)Urban Land Prices Under Uncer…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Feed-in tariff contract schemes and regulatory uncertainty (2020)Feed-in tariff contract schem…Embedding real options in scenario planning: A new methodological approach (2016)Embedding real options in sce…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)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)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)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)The Crash of ʼ87: Was It Expected? The Evidence from Options Markets (1991)Real Options and Interactions with Financial Flexibility (1993)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Option pricing: A simplified approach (1979)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1987Efficient Analytic Approximation of American Option Values1,128 cited
  • 1985Urban Land Prices Under Uncertainty640 cited
  • 1996The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets632 cited
  • 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options544 cited
  • 1993Empirical Testing of Real Option-Pricing Models458 cited
  • 1991Real estate development as an option328 cited
  • 1998Challenges to the practical implementation of modeling and valuing real options

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327 cited

Cited by

  • 2016Embedding real options in scenario planning: A new methodological approach43 cited
  • 2020Feed-in tariff contract schemes and regulatory uncertainty37 cited