SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation
15 references·10 citing·24 second hop
Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation (2005)Decision Analysis and Real Options: A Dis…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Theory of rational option pricing (2005)Theory of rational option pri…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95 (2002)Copeland, Tom/Antikarov, Vlad…Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments (1999)Options in the Real World: Le…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Valuing Risky Projects: Option Pricing Theory and Decision Analysis (1995)Valuing Risky Projects: Optio…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyEvaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Value of Waiting to Invest (1982)The Value of Waiting to InvestOption pricing: A simplified approach (1979)Option pricing: A simplified …The valuation of options for alternative stochastic processes (1976)The valuation of options for …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…Risk, Risk Aversion, and Agricultural Technology Adoption ─ A Novel Valuation Method Based on Real Options and Inverse Stochastic Dominance (2021)Risk, Risk Aversion, and Agri…Feasibility of re-processing mine tailings to obtain critical raw materials using real options analysis (2021)Feasibility of re-processing …Application of real options in carbon capture and storage literature: Valuation techniques and research hotspots (2021)Application of real options i…Getting ready for future carbon abatement under uncertainty – Key factors driving investment with policy implications (2018)Getting ready for future carb…A FUZZY MULTI-CRITERIA DECISION ANALYSIS APPROACH FOR RETAIL LOCATION SELECTION (2013)A FUZZY MULTI-CRITERIA DECISI…A critical analysis of recent advances in the techniques for the evaluation of renewable energy projects (2013)A critical analysis of recent…The investment strategies for a dynamic supply chain under stochastic demands (2011)The investment strategies for…Real options for precautionary fisheries management (2008)Real options for precautionar…An approach to the valuation and decision of ERP investment projects based on real options (2008)An approach to the valuation …Valuing the flexibility of investing in security process innovations (2007)Valuing the flexibility of in…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Pricing of Options on Assets with Stochastic Volatilities (1987)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)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)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)A critical review on supply chain risk – Definition, measure and modeling (2014)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Martingales and stochastic integrals in the theory of continuous trading (1981)Irreversibility, Uncertainty, and Investment (1990)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
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1995Valuing Risky Projects: Option Pricing Theory and Decision Analysis536 cited
  • 2002Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95373 cited
  • 1999Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments246 cited

Cited by

  • 2021

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

Feasibility of re-processing mine tailings to obtain critical raw materials using real options analysis
90 cited
  • 2021Application of real options in carbon capture and storage literature: Valuation techniques and research hotspots77 cited
  • 2007Valuing the flexibility of investing in security process innovations43 cited
  • 2013A FUZZY MULTI-CRITERIA DECISION ANALYSIS APPROACH FOR RETAIL LOCATION SELECTION43 cited
  • 2018Getting ready for future carbon abatement under uncertainty – Key factors driving investment with policy implications41 cited
  • 2021Risk, Risk Aversion, and Agricultural Technology Adoption ─ A Novel Valuation Method Based on Real Options and Inverse Stochastic Dominance38 cited
  • 2011The investment strategies for a dynamic supply chain under stochastic demands37 cited
  • 2013A critical analysis of recent advances in the techniques for the evaluation of renewable energy projects36 cited
  • 2008Real options for precautionary fisheries management33 cited
  • 2008An approach to the valuation and decision of ERP investment projects based on real options29 cited