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Electric power generation planning for interrelated projects: a real options approach
16 references·2 citing·39 second hop
Electric power generation planning for interrelated projects: a real options approach (2006)Electric power generation planning for in…Technology Competition and Optimal Investment Timing: A Real Options Perspective (2005)Technology Competition and Op…Adapting Real Options to New Product Development by Modeling the Second Toyota Paradox (2005)Adapting Real Options to New …Option Pricing: Valuation Models and Applications (2004)Option Pricing: Valuation Mod…ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications (2004)ANNIVERSARY ARTICLE: Option P…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Real options: managing strategic investment in an uncertain world (1999)Real options: managing strate…Dynamic R&D Investment Policies (1999)Dynamic R&D Investment Polici…Real options: Managerial flexibility and strategy in resource allocation (1997)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Numerical Procedures for Implementing Term Structure Models II (1994)Numerical Procedures for Impl…Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models (1994)Numerical Procedures for Impl…Multinomial Approximating Models for Options with k State Variables (1991)Multinomial Approximating Mod…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Numerical Evaluation of Multivariate Contingent Claims (1989)Numerical Evaluation of Multi…Time to build, option value, and investment decisions (1987)Time to build, option value, …Option pricing: A simplified approach (1979)Option pricing: A simplified …Real-Option Valuation of Build-Operate-Transfer Infrastructure Projects under Performance Bonding (2013)Real-Option Valuation of Buil…Risk assessment of wind power generation project investments based on real options (2009)Risk assessment of wind power…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)A Theory of the Term Structure of Interest Rates (1985)An Intertemporal General Equilibrium Model of Asset Prices (1985)A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)Kalman Filtering of Generalized Vasicek Term Structure Models (1999)Valuation of Commodity-Based Swing Options (2004)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)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)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)Evaluating Natural Resource Investments (1985)Theory of rational option pricing (2005)Time to Build and Aggregate Fluctuations (1982)Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Real Options and Interactions with Financial Flexibility (1993)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)Arbitrage Theory in Continuous Time (1998)Facts and Fantasies about Commodity Futures (2006)A critical review on supply chain risk – Definition, measure and modeling (2014)Real Options and IT Platform Adoption: Implications for Theory and Practice (2004)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)Information Technology and Business-Level Strategy: Toward an Integrated Theoretical Perspective1 (2013)Option value and entry timing (2002)Real Options Analysis: Where Are the Emperor's Clothes? (2005)The Resource‐based View (2005)
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References

  • 1979Option pricing: A simplified approach6,103 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1999Real options: managing strategic investment in an uncertain world1,107 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1994Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models519 cited
  • 1997Real options: Managerial flexibility and strategy in resource allocation343 cited
  • 1989Numerical Evaluation of Multivariate Contingent Claims335 cited
  • 1991Multinomial Approximating Models for Options with k State Variables283 cited
  • 1994Numerical Procedures for Implementing Term Structure Models II230 cited
  • 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications183 cited
  • 1999Dynamic R&D Investment Policies178 cited
  • 2004Option Pricing: Valuation Models and Applications164 cited
  • 2005Technology Competition and Optimal Investment Timing: A Real Options Perspective117 cited

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  • 2005Adapting Real Options to New Product Development by Modeling the Second Toyota Paradox110 cited
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    • 2009Risk assessment of wind power generation project investments based on real options42 cited
    • 2013Real-Option Valuation of Build-Operate-Transfer Infrastructure Projects under Performance Bonding27 cited