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Optimal Valuation of Claims on Noisy Real Assets: Theory and an Application
15 references·2 citing·48 second hop
Optimal Valuation of Claims on Noisy Real Assets: Theory and an Application (2002)Optimal Valuation of Claims on Noisy Real…Real Estate “Cycles”: Some Fundamentals (1999)Real Estate “Cycles”: Some Fu…Information Revelation Through Option Exercise (1999)Information Revelation Throug…The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)The Strategic Exercise of Opt…Pricing Real Assets with Costly Search (1995)Pricing Real Assets with Cost…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Equilibrium and Options on Real Assets (1993)Equilibrium and Options on Re…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Learning and Capacity Expansion under Demand Uncertainty (1991)Learning and Capacity Expansi…Warrant Exercise, Dividends, and Reinvestment Policy (1988)Warrant Exercise, Dividends, …The Cyclic Behavior of the National Office Market (1987)The Cyclic Behavior of the Na…Free Entry and Social Inefficiency (1986)Free Entry and Social Ineffic…Preemption and Rent Equalization in the Adoption of New Technology (1985)Preemption and Rent Equalizat…Warrant valuation and exercise strategy (1983)Warrant valuation and exercis…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Uncertainty, Competition and Timing of Land Development: Theory and Empirical Evidence from Hangzhou, China (2015)Uncertainty, Competition and …Presale Contract and its Embedded Default and Abandonment Options (2010)Presale Contract and its Embe…Industrial Market Structure and Economic Performance. (1971)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Multimarket Oligopoly: Strategic Substitutes and Complements (1985)Understanding the Soft Budget Constraint (2003)Does corruption grease or sand the wheels of growth? (2005)Pass-Through as an Economic Tool: Principles of Incidence under Imperfect Competition (2013)Theory of Rational Option Pricing (1973)Investment under Uncertainty (1994)Challenges to the practical implementation of modeling and valuing real options (1998)Macroeconomics and housing: a review of the literature (2004)The Value of Waiting to Invest (1982)Evaluating Natural Resource Investments (1985)Entry and Exit Decisions under Uncertainty (1989)Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage? (2006)Investment and Competition (2008)Rational cooperation in the finitely repeated prisoners' dilemma (1982)Reputation and imperfect information (1982)The Folk Theorem in Repeated Games with Discounting or with Incomplete Information (1986)First-mover advantages (1988)Vertical Integration and Market Foreclosure (1990)A Real Options Logic for Initiating Technology Positioning Investments (1997)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Credit Cycles (1997)The Role of Speculation in Real Estate Cycles (2005)Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment (2008)Expected Returns and Expected Growth in Rents of Commercial Real Estate (2010)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Vacancy Rates and the Future of Office Rents (1988)The persistence of real estate cycles (1995)The Cyclic Behavior of the Greater London Office Market (1997)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1986Free Entry and Social Inefficiency1,235 cited
  • 1985Preemption and Rent Equalization in the Adoption of New Technology908 cited
  • 1996The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets632 cited
  • 1999Real Estate “Cycles”: Some Fundamentals335 cited
  • 1987The Cyclic Behavior of the National Office Market254 cited
  • 1993Equilibrium and Options on Real Assets186 cited
  • 1991Learning and Capacity Expansion under Demand Uncertainty174 cited
  • 1999Information Revelation Through Option Exercise164 cited
  • 1995Pricing Real Assets with Costly Search125 cited
  • 1983Warrant valuation and exercise strategy78 cited
  • 1988Warrant Exercise, Dividends, and Reinvestment Policy55 cited

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  • 2010Presale Contract and its Embedded Default and Abandonment Options

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27 cited
  • 2015Uncertainty, Competition and Timing of Land Development: Theory and Empirical Evidence from Hangzhou, China24 cited