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Real options pricing by the finite element method
16 references·2 citing·30 second hop
Real options pricing by the finite element method (2011)Real options pricing by the finite elemen…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …The valuation of multidimensional American real options using the LSM simulation method (2006)The valuation of multidimensi…Theory of rational option pricing (2005)Theory of rational option pri…Option Pricing: Valuation Models and Applications (2004)Option Pricing: Valuation Mod…ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications (2004)ANNIVERSARY ARTICLE: Option P…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Real options analysis : tools and techniques for valuing strategic investments and decisions (2002)Real options analysis : tools…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions (2001)Real Options and Investment u…Pricing Financial Instruments: The Finite Difference Method (2000)Pricing Financial Instruments…Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques (1985)Valuation by Approximation: A…Option pricing: A simplified approach (1979)Option pricing: A simplified …Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis (1978)Finite Difference Methods and…Determinants of corporate borrowing (1977)Determinants of corporate bor…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…Numerical solution of generalized Black–Scholes model (2017)Numerical solution of general…Superconvergence of the finite element solutions of the Black–Scholes equation (2012)Superconvergence of the finit…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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Coherent Measures of Risk (1999)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 ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A real options evaluation model for the diffusion prospects of new renewable power generation technologies (2006)Early Assessment of Medical Technologies to Inform Product Development and Market Access (2011)Enabling Flexibility in Engineering Systems: A Taxonomy of Procedures and a Design Framework (2013)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuous Time (2004)A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (2005)Measuring Market Risk (2005)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)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)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1973Theory of Rational Option Pricing8,084 cited
  • 2005Theory of rational option pricing7,183 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,228 cited
  • 2002Real options analysis : tools and techniques for valuing strategic investments and decisions484 cited
  • 2000Pricing Financial Instruments: The Finite Difference Method479 cited
  • 1978Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis413 cited
  • 1985Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques218 cited
  • 2001Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions204 cited
  • 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications183 cited
  • 2004Option Pricing: Valuation Models and Applications164 cited

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  • 2006The valuation of multidimensional American real options using the LSM simulation method126 cited
  • Cited by

    • 2012Superconvergence of the finite element solutions of the Black–Scholes equation28 cited
    • 2017Numerical solution of generalized Black–Scholes model24 cited