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An option pricing approach to evaluating petroleum projects
16 references·11 citing·39 second hop
An option pricing approach to evaluating petroleum projects (1988)An option pricing approach to evaluating …The Role of Contingent Claims Analysis in Corporate Finance (2019)The Role of Contingent Claims…The Revolution in Corporate Finance (2014)The Revolution in Corporate F…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Time to build, option value, and investment decisions (1987)Time to build, option value, …Recent Advances in Corporate Finance. (1986)Recent Advances in Corporate …Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Investment and the Valuation …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Finance Theory and Financial Strategy (1984)Finance Theory and Financial …The Value of Waiting to Invest (1982)The Value of Waiting to InvestOptions on the minimum or the maximum of two risky assets (1982)Options on the minimum or the…The valuation of compound options (1979)The valuation of compound opt…THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)THE VALUE OF AN OPTION TO EXC…Prices for State-Contingent Claims: Some Estimates and Applications (1978)Prices for State-Contingent C…CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS (1978)CALL OPTION PRICING WHEN THE …The option pricing model and the risk factor of stock (1976)The option pricing model and …Principles of Corporate Finance (1940)Principles of Corporate Finan…Real options analysis of investment in solar vs. wind energy: Diversification strategies under uncertain prices and costs (2017)Real options analysis of inve…Investment opportunity in China's overseas oil project: An empirical analysis based on real option approach (2017)Investment opportunity in Chi…Valuing an offshore oil exploration and production project through real options analysis (2016)Valuing an offshore oil explo…Modeling business risk: The effect of regulatory revision on renewable energy investment - The Iberian case (2016)Modeling business risk: The e…Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approach (2013)Effects of Temperature Uncert…Incorporating technical uncertainty in real option valuation of oil projects (2004)Incorporating technical uncer…Valuing Flexibility in Offshore Petroleum Projects (2000)Valuing Flexibility in Offsho…Optimal timing of a mine expansion: Implementing a real options model (1998)Optimal timing of a mine expa…Implementing a Real Option Model for Valuing an Undeveloped Oil Field (1997)Implementing a Real Option Mo…A duration model of irreversible oil investment: Theory and empirical evidence (1994)A duration model of irreversi…Petroleum taxation under uncertainty: contingent claims analysis with an application to Norway (1992)Petroleum taxation under unce…The effects of price and cost uncertainty on investment (1972)Real Options and Interactions with Financial Flexibility (1993)Investor valuation of the abandonment option (1996)Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns (2004)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Determinants of corporate borrowing (1977)A Lattice Framework for Option Pricing with Two State Variables (1988)The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)Theory of Rational Option Pricing (1973)Option values under stochastic volatility: Theory and empirical estimates (1987)THE GARCH OPTION PRICING MODEL (1995)Arbitrage Theory in Continuous Time (2004)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Ownership Structure, Deregulation, and Bank Risk Taking (1990)Strong boards, CEO power and bank risk-taking (2009)A Theory of Auctions and Competitive Bidding (1982)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)The Long-Run Evolution of Energy Prices (1999)Theory of rational option pricing (2005)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)An Intertemporal Capital Asset Pricing Model (1973)Changes of numéraire, changes of probability measure and option pricing (1995)National Innovation Systems: Why They Are Important, And How They Might Be Measured And Compared (1994)Technologies, Products and Organization in the Innovating Firm: What Adam Smith Tells Us and Joseph Schumpeter Doesn't (1998)Financial statement analysis (2007)Time to Build and Aggregate Fluctuations (1982)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)
this work references cited by second hop

References

  • 1982The Value of Waiting to Invest3,606 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
  • 1976The option pricing model and the risk factor of stock1,239 cited
  • 1979The valuation of compound options1,107 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1984Finance Theory and Financial Strategy818 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1985Investment and the Valuation of Firms When There is an Option to Shut Down759 cited
  • 1982Options on the minimum or the maximum of two risky assets553 cited
  • 1986Recent Advances in Corporate Finance.393 cited
  • 1940Principles of Corporate Finance301 cited
  • 2019The Role of Contingent Claims Analysis in Corporate Finance288 cited
  • 1978Prices for State-Contingent Claims: Some Estimates and Applications244 cited
  • 1978CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS213 cited
  • 2014The Revolution in Corporate Finance

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100 cited

Cited by

  • 1994A duration model of irreversible oil investment: Theory and empirical evidence85 cited
  • 2004Incorporating technical uncertainty in real option valuation of oil projects81 cited
  • 2017Real options analysis of investment in solar vs. wind energy: Diversification strategies under uncertain prices and costs79 cited
  • 1998Optimal timing of a mine expansion: Implementing a real options model73 cited
  • 1997Implementing a Real Option Model for Valuing an Undeveloped Oil Field66 cited
  • 2013Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approach65 cited
  • 1992Petroleum taxation under uncertainty: contingent claims analysis with an application to Norway56 cited
  • 2016Valuing an offshore oil exploration and production project through real options analysis56 cited
  • 2017Investment opportunity in China's overseas oil project: An empirical analysis based on real option approach45 cited
  • 2000Valuing Flexibility in Offshore Petroleum Projects43 cited
  • 2016Modeling business risk: The effect of regulatory revision on renewable energy investment - The Iberian case42 cited