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Real (investment) options with multiple sources of rare events

16 references·16 citing·41 second hopsampled

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1994Investment Under Uncertainty.9,497 cited
1994Investment under Uncertainty9,016 cited
1973An Intertemporal Capital Asset Pricing Model6,557 cited
1979Option pricing: A simplified approach6,103 cited
1976Option pricing when underlying stock returns are discontinuous5,965 cited
1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
1988Patterns of Firm Entry and Exit in U.S. Manufacturing Industries1,650 cited
1990Numerical Methods for Stochastic Control Problems in Continuous Time1,400 cited
1995Long-Run Implications of Investment-Specific Technological Change1,350 cited
1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
1992Experts in uncertainty: opinion and subjective probability in science1,129 cited
1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets874 cited
1999Technological Competition and the Structure of the Computer Industry535 cited
1996Technological Progress, Mobility and Economic Growth502 cited

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1985

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

409 cited

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2012Equilibruim approach of asset pricing under Lévy process21 cited