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An investment model with entry and exit decisions
14 references·0 citing·29 second hop
An investment model with entry and exit decisions (2000)An investment model with entry and exit d…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Valuation of Investments in Real Assets with Implications for the Stock Prices (1998)Valuation of Investments in R…Optimal Switching in an Economic Activity under Uncertainty (1994)Optimal Switching in an Econo…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyA Compound Option Model of Production and Intermediate Inventories (1993)A Compound Option Model of Pr…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Br…Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Irreversible Investment, Capacity Choice and the Value of the Firm (1986)Irreversible Investment, Capa…Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Investment and the Valuation …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Pricing of Options and Corporate Liabilities (1973)A Theory of Auctions and Competitive Bidding (1982)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Investor valuation of the abandonment option (1996)The Long-Run Evolution of Energy Prices (1999)Theory of rational option pricing (2005)Investment in Human Capital: A Theoretical Analysis (1962)Irreversibility, Uncertainty, and Investment (1990)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)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)Investment and Hysteresis (1992)Real Options and Interactions with Financial Flexibility (1993)Strategic Growth Options (1998)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1986Irreversible Investment, Capacity Choice and the Value of the Firm1,296 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1985Investment and the Valuation of Firms When There is an Option to Shut Down759 cited
  • 1994Optimal Switching in an Economic Activity under Uncertainty198 cited
  • 1993A Compound Option Model of Production and Intermediate Inventories74 cited
  • 1998Valuation of Investments in Real Assets with Implications for the Stock Prices48 cited

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