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Real (investment) options with multiple sources of rare events · Study

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ArticleReal (investment) options with multiple sources of rare events

Spiros Harilaos Spiridon Martzoukos2002

Article2002

Real (investment) options with multiple sources of rare events

Spiros Harilaos Spiridon Martzoukos · Lenos G Trigeorgis

89 citations·0/0 files stored·European Journal of Operational Research

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Capital Investment and Risk Analysis Stochastic processes and financial applications Risk and Portfolio Optimization

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References

1973The Pricing of Options and Corporate Liabilities 1994Investment Under Uncertainty.1994Investment under Uncertainty 1973An Intertemporal Capital Asset Pricing Model 1979Option pricing: A simplified approach 1976Option pricing when underlying stock returns are discontinuous 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation 1988Patterns of Firm Entry and Exit in U.S. Manufacturing Industries

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2014Real option valuation of power transmission investments by stochastic simulation 2011Evaluating pharmaceutical R&D under technical and economic uncertainty 2012Earnouts in mergers and acquisitions: A game-theoretic option pricing approach 2015Venture capital, staged financing and optimal funding policies under uncertainty 2010Operational asset replacement strategy: A real options approach 2011Estimating the influence of U.S. ethanol policy on plant investment decisions: A real options analysis with two stochastic variables

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Year2002

Typearticle

Published2002-02-01

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations89

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.1016/s0377-2217(01)00075-3

openalex_workW2018921332

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2007A robustness framework for monitoring real options under uncertainty☆

2005Valuation of intellectual property