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A Compound Option Model of Production and Intermediate Inventories
16 references·10 citing·37 second hop
A Compound Option Model of Production and Intermediate Inventories (1993)A Compound Option Model of Production and…Waiting to Invest: Investment and Uncertainty (1992)Waiting to Invest: Investment…Investment and Hysteresis (1992)Investment and HysteresisIrreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Inventories as Factors of Production and Economic Fluctuations (1989)Inventories as Factors of Pro…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Time to build, option value, and investment decisions (1987)Time to build, option value, …Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates (1986)Measuring and Analyzing the E…Irreversible Investment, Capacity Choice and the Value of the Firm (1986)Irreversible Investment, Capa…Has exchange risk depressed international trade? The impact of third-country exchange risk (1986)Has exchange risk depressed i…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The effects of real exchange rate risk on international trade (1983)The effects of real exchange …The Value of Waiting to Invest (1982)The Value of Waiting to InvestRetail Inventory Behavior and Business Fluctuations (1981)Retail Inventory Behavior and…The effect of exchange rate uncertainty on the prices and volume of international trade (1978)The effect of exchange rate u…Input-Output Economics (1951)Input-Output EconomicsStochastic analysis of a shale gas investment strategy for coping with production uncertainties (2020)Stochastic analysis of a shal…Evaluation of a mining project under the joint effect of commodity price and exchange rate uncertainties using real options valuation (2016)Evaluation of a mining projec…The investment strategies for a dynamic supply chain under stochastic demands (2011)The investment strategies for…Real option valuation of free destination in long-term liquefied natural gas supplies (2007)Real option valuation of free…Real Options in Leasing: The Effect of Idle Time (2001)Real Options in Leasing: The …An investment model with entry and exit decisions (2000)An investment model with entr…Valuation of Investments in Real Assets with Implications for the Stock Prices (1998)Valuation of Investments in R…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…Chapter 21 Real options (1995)Chapter 21 Real optionsOptimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)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)Theory of Rational Option Pricing (1973)Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Applications of Social Capital in Educational Literature: A Critical Synthesis (2002)Theory of rational option pricing (2005)Economic Geography and Public Policy (2011)A Theory of the Term Structure of Interest Rates (1985)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Time to Build and Aggregate Fluctuations (1982)Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Current validity of the Delphi method in social sciences (2005)Financial Networks and Contagion (2014)Linking Economic Complexity, Institutions, and Income Inequality (2017)Real Exchange Rate Risk, Expectations, and the Level of Direct Investment (1985)Exchange rates and traded goods prices (1988)Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's (2000)Entry and Exit Decisions under Uncertainty (1989)Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Real Options and Interactions with Financial Flexibility (1993)Strategic Growth Options (1998)
this work references cited by second hop

References

  • 1982The Value of Waiting to Invest3,606 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1951Input-Output Economics1,493 cited
  • 1986Irreversible Investment, Capacity Choice and the Value of the Firm1,296 cited
  • 1992Investment and Hysteresis985 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through870 cited
  • 1978The effect of exchange rate uncertainty on the prices and volume of international trade689 cited
  • 1992Waiting to Invest: Investment and Uncertainty516 cited
  • 1986Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates442 cited
  • 1983The effects of real exchange rate risk on international trade413 cited
  • 1981Retail Inventory Behavior and Business Fluctuations227 cited
  • 1986Has exchange risk depressed international trade? The impact of third-country exchange risk198 cited
  • 1989Inventories as Factors of Production and Economic Fluctuations

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192 cited

Cited by

  • 1998Optimal timing of a mine expansion: Implementing a real options model73 cited
  • 1997Implementing a Real Option Model for Valuing an Undeveloped Oil Field66 cited
  • 1998Valuation of Investments in Real Assets with Implications for the Stock Prices48 cited
  • 2000An investment model with entry and exit decisions40 cited
  • 2011The investment strategies for a dynamic supply chain under stochastic demands37 cited
  • 1995Chapter 21 Real options36 cited
  • 2007Real option valuation of free destination in long-term liquefied natural gas supplies30 cited
  • 2016Evaluation of a mining project under the joint effect of commodity price and exchange rate uncertainties using real options valuation28 cited
  • 2020Stochastic analysis of a shale gas investment strategy for coping with production uncertainties25 cited
  • 2001Real Options in Leasing: The Effect of Idle Time25 cited