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A binomial lattice approach for valuing a mining property IPO
11 references·5 citing·42 second hop
A binomial lattice approach for valuing a mining property IPO (1998)A binomial lattice approach for valuing a…The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Advances in Futures and Options Research (1996)Advances in Futures and Optio…The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)The Nature of Option Interact…Petroleum Property Valuation: A Binomial Lattice Implementation of Option Pricing Theory (1993)Petroleum Property Valuation:…Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt (1989)Valuing Commercial Mortgages:…Valuing Commercial Mortgages: An Empirical Investigation of the Contingent- Claims Approach to Pricing Risky Debt (1989)Valuing Commercial Mortgages:…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Value of Waiting to Invest (1982)The Value of Waiting to InvestOption pricing: A simplified approach (1979)Option pricing: A simplified …MARKET RISK ADJUSTMENT IN PROJECT VALUATION (1978)MARKET RISK ADJUSTMENT IN PRO…Investment Valuation Model for Renewable Energy Systems in Buildings (2014)Investment Valuation Model fo…Evaluation of the mining projects under economic uncertainties using multidimensional binomial tree (2014)Evaluation of the mining proj…Investment in antiviral drugs: a real options approach (2009)Investment in antiviral drugs…Adjusted Real Option Valuation to Maximise Mining Project Value - A Case Study Using Century Mine (2009)Adjusted Real Option Valuatio…Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan (2003)Sequential Capital Budgeting …Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)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)Options, Futures, and Other Derivative Securities. (1990)Estimating volatility and dividend yield when valuing real options to invest or abandon (1998)Valuing Flexibility in Offshore Petroleum Projects (2000)Valuing an offshore oil exploration and production project through real options analysis (2016)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Capital Market Equilibrium with Restricted Borrowing (1972)An Intertemporal Capital Asset Pricing Model (1973)The Value of Flexibility: The Case of a Dual-Fuel Industrial Steam Boiler (1993)Real Options and Product Life Cycles (1999)Valuing the option to invest in an incomplete market (2007)An equilibrium characterization of the term structure (1977)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Pricing Mortgage Default and Foreclosure Delay (1997)Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions (1998)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)Challenges to the practical implementation of modeling and valuing real options (1998)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)Real options theory in strategic management (2016)New Evidence on Agricultural Commodity Return Performance under Time‐Varying Risk (1997)Hedging index exchange traded funds (2007)
this work references cited by second hop

References

  • 1979Option pricing: A simplified approach6,103 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options544 cited
  • 1989Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt247 cited
  • 1978MARKET RISK ADJUSTMENT IN PROJECT VALUATION202 cited
  • 1996Advances in Futures and Options Research107 cited
  • 1993Petroleum Property Valuation: A Binomial Lattice Implementation of Option Pricing Theory82 cited
  • 1989Valuing Commercial Mortgages: An Empirical Investigation of the Contingent- Claims Approach to Pricing Risky Debt59 cited

Cited by

  • 2009Adjusted Real Option Valuation to Maximise Mining Project Value - A Case Study Using Century Mine37 cited
  • 2014Evaluation of the mining projects under economic uncertainties using multidimensional binomial tree33 cited
  • 2014Investment Valuation Model for Renewable Energy Systems in Buildings

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31 cited
  • 2009Investment in antiviral drugs: a real options approach25 cited
  • 2003Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan17 cited