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Valuing modular nuclear power plants in finite time decision horizon
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Valuing modular nuclear power plants in finite time decision horizon (2012)Valuing modular nuclear power plants in f…A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (2008)A Novel Pricing Method for Eu…Pricing American Options: A Duality Approach (2004)Pricing American Options: A D…Monte Carlo valuation of American options (2002)Monte Carlo valuation of Amer…Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Electricity Prices and Power …Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Real options: Managerial flexibility and strategy in resource allocation (1997)Real options: Managerial flex…Energy Risk: Valuing and Managing Energy Derivatives (1997)Energy Risk: Valuing and Mana…Valuation of the early-exercise price for options using simulations and nonparametric regression (1996)Valuation of the early-exerci…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyInvestments of uncertain cost (1993)Investments of uncertain costOption 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 InvestInvestment decision under uncertainty, The irreversibility effect (1974)Investment decision under unc…The valuation of options for alternative stochastic processes (1976)Martingales and arbitrage in multiperiod securities markets (1979)Pricing Interest-Rate-Derivative Securities (1990)Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (2005)Understanding the Fine Structure of Electricity Prices* (2006)Renewable energy investments under different support schemes: A real options approach (2012)Theory of Rational Option Pricing (1973)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Uncertainty about Government Policy and Stock Prices (2012)Fluctuations in Uncertainty (2014)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)Theory of rational option pricing (2005)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Financial Modelling with Jump Processes (2003)Pricing early-exercise and discrete barrier options by fourier-cosine series expansions (2009)On the Heston Model with Stochastic Interest Rates (2011)“Options, Futures, and Other Derivatives” (2016)Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets (2018)Falling Forward: Real Options Reasoning and Entrepreneurial Failure (1999)Shaping the Next One Hundred Years: New Methods for Quantitative, Long-Term Policy Analysis (2003)Stakeholder influence capacity and the variability of financial returns to corporate social responsibility (2007)Time to build, option value, and investment decisions (1987)Irreversibility, Uncertainty, and Investment (1990)The Impact of Uncertainty Shocks (2009)Policy Uncertainty and Corporate Investment (2015)Measuring Economic Policy Uncertainty* (2016)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,566 cited
  • 1994Investment under Uncertainty9,092 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,228 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,224 cited
  • 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange965 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 2008A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions718 cited
  • 1974Investment decision under uncertainty, The irreversibility effect714 cited
  • 2002Monte Carlo valuation of American options554 cited
  • 1996Valuation of the early-exercise price for options using simulations and nonparametric regression517 cited
  • 1993Investments of uncertain cost480 cited
  • 2004Pricing American Options: A Duality Approach459 cited
  • 1997Energy Risk: Valuing and Managing Energy Derivatives430 cited

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1997
Real options: Managerial flexibility and strategy in resource allocation
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