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Modern asset pricing and project evaluation in the energy industry
16 references·0 citing·30 second hop
Modern asset pricing and project evaluation in the energy industry (2000)Modern asset pricing and project evaluati…Theory of rational option pricing (2005)Theory of rational option pri…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Real options: managing strategic investment in an uncertain world (1999)Real options: managing strate…The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Bond Pricing and the Term Str…An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The Value of Waiting to Invest (1982)The Value of Waiting to InvestOption pricing: A simplified approach (1979)Option pricing: A simplified …Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Treatise on Money (1971)A Treatise on MoneyDecision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Decision Analysis: Introducto…Dividend Policy, Growth, and the Valuation of Shares (1961)Dividend Policy, Growth, and …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Capital Theory and Investment Behavior (1963)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 Cost of Capital, Corporation Finance and the Theory of Investment (1958)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)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Behavior of Stock-Market Prices (1965)Determinants of corporate borrowing (1977)Theory of Rational Option Pricing (1973)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)Martingales and stochastic integrals in the theory of continuous trading (1981)Stochastic Differential Equations and Diffusion Processes (1983)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Modeling Term Structures of Defaultable Bonds (1999)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Dynamic Asset Pricing Theory. (1993)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)The Pricing of Options on Assets with Stochastic Volatilities (1987)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1969Decision Analysis: Introductory Lectures on Choices Under Uncertainty.1,928 cited
  • 1971A Treatise on Money1,728 cited
  • 1999

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Real options: managing strategic investment in an uncertain world
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