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Binomial option pricing models for real estate development
16 references·1 citing·33 second hop
Binomial option pricing models for real estate development (2013)Binomial option pricing models for real e…The real effects of financial constraints: Evidence from a financial crisis (2010)The real effects of financial…The effect of land use regulation on housing and land prices (2006)The effect of land use regula…Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)Non‐additivity in portfolios …Investment, Uncertainty, and Liquidity (2003)Investment, Uncertainty, and …Land use regulation and new construction (2000)Land use regulation and new c…Commercial Real Estate Analysis and Investments (2000)Commercial Real Estate Analys…The Relationship between Firm Investment and Financial Status (1999)The Relationship between Firm…The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)The Strategic Exercise of Opt…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Empirical Testing of Real Option-Pricing Models (1993)Empirical Testing of Real Opt…Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data (1992)Debt, Liquidity Constraints, …Real estate development as an option (1991)Real estate development as an…Financing Constraints and Corporate Investment (1988)Financing Constraints and Cor…Financing Constraints and Corporate Investment (1987)Financing Constraints and Cor…Urban Land Prices Under Uncertainty (1985)Urban Land Prices Under Uncer…Option pricing: A simplified approach (1979)Option pricing: A simplified …A real option-based valuation model for privately-owned public rental housing projects in China (2014)A real option-based valuation…Theory of Rational Option Pricing (1973)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Challenges to the practical implementation of modeling and valuing real options (1998)Real Estate “Cycles”: Some Fundamentals (1999)Macroeconomics and housing: a review of the literature (2004)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency, Information and Corporate Investment (2001)Costly external finance, corporate investment, and the subprime mortgage credit crisis (2010)Corporate social responsibility and access to finance (2013)The Pricing of Options and Corporate Liabilities (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Theory of rational option pricing (2005)Irreversibility, Uncertainty, and Cyclical Investment (1980)The stochastic city (1990)Credit Rationing in Markets with Imperfect Information (1981)Agency costs of free cash flow, corporate finance, and takeovers (1996)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Fire Sales in Finance and Macroeconomics (2011)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns (2001)The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)Nonstationary multivariate process modeling through spatially varying coregionalization (2004)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)
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References

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  • 1988Financing Constraints and Corporate Investment5,566 cited
  • 1987Financing Constraints and Corporate Investment4,354 cited
  • 2010The real effects of financial constraints: Evidence from a financial crisis2,298 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1992Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data1,686 cited
  • 1999The Relationship between Firm Investment and Financial Status1,433 cited
  • 1985Urban Land Prices Under Uncertainty640 cited
  • 1996The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets632 cited
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  • 1993Empirical Testing of Real Option-Pricing Models458 cited
  • 2000Land use regulation and new construction454 cited
  • 2004Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology435 cited
  • 2006The effect of land use regulation on housing and land prices423 cited
  • 1991Real estate development as an option328 cited

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  • 2003Investment, Uncertainty, and Liquidity320 cited
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    • 2014A real option-based valuation model for privately-owned public rental housing projects in China31 cited