Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A generalization of the Geske formula for compound options

9 references·3 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1973Theory of Rational Option Pricing8,084 cited
2005Theory of rational option pricing7,183 cited
1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,224 cited
1996Real options: Managerial flexibility and strategy in resource allocation1,269 cited
1979The valuation of compound options1,107 cited
1982Principles of corporate finance990 cited
1995Changes of numéraire, changes of probability measure and option pricing808 cited
1988The Valuation of Sequential Exchange Opportunities269 cited
1984The Valuation of Corporate Liabilities as Compound Options: A Correction78 cited

Cited by

2010A comprehensive structural model for defaultable fixed-income bonds22 cited
2007The generalized sequential compound options pricing and sensitivity analysis22 cited
2011Integrating Real Options with Managerial Cash Flow Estimates16 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work