SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Impact of Volatility on Firms Holding Growth Options
16 references·0 citing·34 second hop
The Impact of Volatility on Firms Holding Growth Options (2002)The Impact of Volatility on Firms Holding…Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95 (2002)Copeland, Tom/Antikarov, Vlad…Real Options: A Practitioner's Guide (2001)Real Options: A Practitioner'…On the investment–uncertainty relationship in a real options model (2000)On the investment–uncertainty…Strategic Growth Options (1998)Strategic Growth OptionsRobustness of the Black and Scholes Formula (1998)Robustness of the Black and S…General Properties of Option Prices (1996)General Properties of Option …Backwardation in Oil Futures Markets: Theory and Empirical Evidence (1995)Backwardation in Oil Futures …Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyEquilibrium and Options on Real Assets (1993)Equilibrium and Options on Re…Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Irreversible Investment, Capacity Choice and the Value of the Firm (1986)Irreversible Investment, Capa…Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Investment and the Valuation …Option Pricing when the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note (1984)Option Pricing when the Under…The Value of Waiting to Invest (1982)The Value of Waiting to InvestThe effects of price and cost uncertainty on investment (1972)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)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)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)The Long-Run Evolution of Energy Prices (1999)Theory of rational option pricing (2005)The Theory of Industrial Organization (1988)Theory of Industrial Organization. (1989)Capabilities as Real Options (2001)Project Management Under Risk: Using the Real Options Approach to Evaluate Flexibility in R…D (2001)Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms (2002)Real Options and IT Platform Adoption: Implications for Theory and Practice (2004)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)Common and fundamental factors in stock returns of Canadian oil and gas companies (2006)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)Real Options by Spreadsheet: Parking Garage Case Example (2006)The use of real options approach in energy sector investments (2011)Investment and Hysteresis (1992)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1986Irreversible Investment, Capacity Choice and the Value of the Firm1,296 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 2001Real Options: A Practitioner's Guide1,053 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
  • 1998Strategic Growth Options650 cited
  • 2002Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95373 cited
  • 1998Robustness of the Black and Scholes Formula363 cited
  • 2000On the investment–uncertainty relationship in a real options model289 cited
  • 1996General Properties of Option Prices218 cited
  • 1993Equilibrium and Options on Real Assets186 cited
  • 1995Backwardation in Oil Futures Markets: Theory and Empirical Evidence175 cited
  • 1984Option Pricing when the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note

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

147 cited

Cited by

No citing works inside the corpus for this window.