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An Economic Model for Evaluating Mining and Manufacturing Ventures with Output Yield Uncertainty
15 references·2 citing·41 second hop
An Economic Model for Evaluating Mining and Manufacturing Ventures with Output Yield Uncertainty (2001)An Economic Model for Evaluating Mining a…Optimal Operating Policies in the Presence of Exchange Rate Variability (1997)Optimal Operating Policies in…Valuing Operational Flexibility Under Exchange Rate Risk (1996)Valuing Operational Flexibili…Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Operating Flexibility, Global…Investments in flexible production capacity (1992)Investments in flexible produ…Multinomial Approximating Models for Options with k State Variables (1991)Multinomial Approximating Mod…Valuing Derivative Securities Using the Explicit Finite Difference Method (1990)Valuing Derivative Securities…Security Markets: Stochastic Models. (1990)Security Markets: Stochastic …Security Markets, Stochastic Models. (1990)Security Markets, Stochastic …Security Markets: Stochastic Models. (1989)Security Markets: Stochastic …Numerical Evaluation of Multivariate Contingent Claims (1989)Numerical Evaluation of Multi…Optimal Lot Sizing, Process Quality Improvement and Setup Cost Reduction (1986)Optimal Lot Sizing, Process Q…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…Option pricing: A simplified approach (1979)Option pricing: A simplified …A Simple Approach to the Valuation of Risky Streams (1978)A Simple Approach to the Valu…Real Options in Resource Economics (2010)Real Options in Resource Econ…A Learning Real Options Framework with Application to Process Design and Capacity Planning (2005)A Learning Real Options Frame…The 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)Expectations and Exchange Rate Dynamics (1976)Global supply chain design: A literature review and critique (2005)Theory of rational option pricing (2005)Managing Across Borders: The Transnational Solution (2009)Supply chain risk management: a new methodology for a systematic literature review (2012)A general theory of springboard MNEs (2017)The Pricing of Options and Corporate Liabilities (1973)The valuation of options for alternative stochastic processes (1976)Pricing Options under Generalized GARCH and Stochastic Volatility Processes (1999)Option to acquire or divest a joint venture (2000)Resource relatedness, redeployability, and firm value (2013)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets and Martingales (1989)Gain, Loss, and Asset Pricing (2000)Jump risk, stock returns, and slope of implied volatility smile (2010)An equilibrium characterization of the term structure (1977)The impact of default risk on the prices of options and other derivative securities (1995)Valuing Options in Regime-Switching Models (1998)Valuing American Options in a Path Simulation Model (2002)Determinants of corporate borrowing (1977)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Martingales and arbitrage in multiperiod securities markets (1979)Jump Diffusion Option Valuation in Discrete Time (1993)Numerical Valuation of High Dimensional Multivariate American Securities (1995)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Total quality control (1961)Lot Sizing with Random Yields: A Review (1995)Economic production quantity model for items with imperfect quality (2000)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)A stochastic model for risk management in global supply chain networks (2007)The effect of operational slack, diversification, and vertical relatedness on the stock market reaction to supply chain disruptions (2008)An analytical framework for supply network risk propagation: A Bayesian network approach (2014)
this work references cited by second hop

References

  • 1979Option pricing: A simplified approach6,103 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1986Optimal Lot Sizing, Process Quality Improvement and Setup Cost Reduction1,161 cited
  • 1994Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network1,131 cited
  • 1985Investment and the Valuation of Firms When There is an Option to Shut Down759 cited
  • 1978A Simple Approach to the Valuation of Risky Streams578 cited
  • 1996Valuing Operational Flexibility Under Exchange Rate Risk465 cited
  • 1989Numerical Evaluation of Multivariate Contingent Claims335 cited
  • 1990Valuing Derivative Securities Using the Explicit Finite Difference Method335 cited
  • 1991Multinomial Approximating Models for Options with k State Variables283 cited
  • 1989Security Markets: Stochastic Models.275 cited
  • 1992Investments in flexible production capacity176 cited
  • 1997Optimal Operating Policies in the Presence of Exchange Rate Variability128 cited
  • 1990Security Markets, Stochastic Models.81 cited
  • 1990Security Markets: Stochastic Models.61 cited

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  • 2010Real Options in Resource Economics31 cited
  • 2005A Learning Real Options Framework with Application to Process Design and Capacity Planning31 cited