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Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments
16 references·0 citing·44 second hop
Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments (2007)Pricing real growth options when the unde…Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms (2004)Investment–Cash Flow Sensitiv…Information Asymmetry, R&D, and Insider Gains (2000)Information Asymmetry, R&D, a…Dynamic R&D Investment Policies (1999)Dynamic R&D Investment Polici…The option value of advanced R & D (1997)The option value of advanced …The capitalization, amortization, and value-relevance of R&D (1996)The capitalization, amortizat…Investment under Uncertainty (1994)Investment under UncertaintyReal Options and Interactions with Financial Flexibility (1993)Real Options and Interactions…Investments of uncertain cost (1993)Investments of uncertain costCorporate research and development expenditures and share value (1990)Corporate research and develo…On Jump Processes in the Foreign Exchange and Stock Markets (1988)On Jump Processes in the Fore…Finance Theory and Financial Strategy (1984)Finance Theory and Financial …The Value of Waiting to Invest (1982)The Value of Waiting to InvestCALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS (1978)CALL OPTION PRICING WHEN THE …Determinants of corporate borrowing (1977)Determinants of corporate bor…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…Real Options and IT Platform Adoption: Implications for Theory and Practice (2004)Theory of rational option pricing (2005)Stakeholder Theory:The State of the Art (2010)Real options theory in strategic management (2016)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing: A simplified approach (1979)The Pricing of Options on Assets with Stochastic Volatilities (1987)Continuous Auctions and Insider Trading (1985)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Intellectual capital and new product development performance: The mediating role of organizational learning capability (2008)Board Diversity and Corporate Social Responsibility: Empirical Evidence from France (2020)The Pollution Premium (2020)The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)National Innovation Systems: Why They Are Important, And How They Might Be Measured And Compared (1994)Technologies, Products and Organization in the Innovating Firm: What Adam Smith Tells Us and Joseph Schumpeter Doesn't (1998)Financial statement analysis (2007)The Cross-Section of Expected Stock Returns (1992)Dynamic capabilities and strategic management (1997)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Corporate social responsibility and access to finance (2013)Asymmetric Information and Risky Debt Maturity Choice (1986)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Why Firms Use Currency Derivatives (1997)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1996The capitalization, amortization, and value-relevance of R&D1,947 cited
  • 2000Information Asymmetry, R&D, and Insider Gains1,528 cited
  • 2004Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms1,042 cited
  • 1984Finance Theory and Financial Strategy818 cited
  • 1993Real Options and Interactions with Financial Flexibility690 cited
  • 1990Corporate research and development expenditures and share value649 cited
  • 1988On Jump Processes in the Foreign Exchange and Stock Markets625 cited
  • 1993Investments of uncertain cost480 cited
  • 1978CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS213 cited
  • 1999Dynamic R&D Investment Policies178 cited
  • 1997The option value of advanced R & D

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