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REAL OPTIONS VOLATILITY ESTIMATION WITH CORRELATED INPUTS
12 references·7 citing·19 second hop
REAL OPTIONS VOLATILITY ESTIMATION WITH CORRELATED INPUTS (2004)REAL OPTIONS VOLATILITY ESTIMATION WITH C…Theory of rational option pricing (2005)Theory of rational option pri…MULTI-STAGE CAPITAL INVESTMENT OPPORTUNITIES AS COMPOUND REAL Options (2002)MULTI-STAGE CAPITAL INVESTMEN…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'…Real options: managing strategic investment in an uncertain world (1999)Real options: managing strate…The real power of real options (1997)The real power of real optionsReal options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Option pricing: A simplified approach (1979)Option pricing: A simplified …The valuation of options for alternative stochastic processes (1976)The valuation of options for …Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Embedding real options in scenario planning: A new methodological approach (2016)Embedding real options in sce…Corporate Social Responsibility: A Real Options Approach to the Challenge of Financial Sustainability (2015)Corporate Social Responsibili…Investment Valuation Model for Renewable Energy Systems in Buildings (2014)Investment Valuation Model fo…Product mix strategy and manufacturing flexibility (2012)Product mix strategy and manu…Can We Capture the Value of Option Volatility? (2008)Can We Capture the Value of O…Real options valuation (2007)Real options valuationValuation for the Strategic Management of Research and Development Projects: The Deferral Option (2004)Valuation for the Strategic M…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Pricing of Options on Assets with Stochastic Volatilities (1987)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)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)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)Real Options and IT Platform Adoption: Implications for Theory and Practice (2004)Information Technology and Business-Level Strategy: Toward an Integrated Theoretical Perspective1 (2013)Common and fundamental factors in stock returns of Canadian oil and gas companies (2006)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Real Options by Spreadsheet: Parking Garage Case Example (2006)The use of real options approach in energy sector investments (2011)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1999Real options: managing strategic investment in an uncertain world1,107 cited
  • 2001Real Options: A Practitioner's Guide1,053 cited
  • 2002Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95373 cited
  • 1997The real power of real options216 cited
  • 2002MULTI-STAGE CAPITAL INVESTMENT OPPORTUNITIES AS COMPOUND REAL Options139 cited

Cited by

  • 2016Embedding real options in scenario planning: A new methodological approach43 cited
  • 2012Product mix strategy and manufacturing flexibility34 cited
  • 2007Real options valuation32 cited

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  • 2014Investment Valuation Model for Renewable Energy Systems in Buildings31 cited
  • 2008Can We Capture the Value of Option Volatility?29 cited
  • 2015Corporate Social Responsibility: A Real Options Approach to the Challenge of Financial Sustainability28 cited
  • 2004Valuation for the Strategic Management of Research and Development Projects: The Deferral Option27 cited