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Valuation of IT Investments Using Real Options Theory
16 references·4 citing·29 second hop
Valuation of IT Investments Using Real Options Theory (2013)Valuation of IT Investments Using Real Op…Finanzwirtschaft der Unternehmung (2012)Finanzwirtschaft der Unterneh…Merton, Robert C. (2010)Merton, Robert C.Theory of rational option pricing (2005)Theory of rational option pri…Real Options and IT Platform Adoption: Implications for Theory and Practice (2004)Real Options and IT Platform …Managing Information Technology Investment Risk: A Real Options Perspective (2002)Managing Information Technolo…Analyzing the Past to Prepare for the Future: Writing a Literature Review (2002)Analyzing the Past to Prepare…A Case for Using Real Options Pricing Analysis to Evaluate Information Technology Project Investments (1999)A Case for Using Real Options…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Option pricing: A simplified approach (1979)Option pricing: A simplified …THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)THE VALUE OF AN OPTION TO EXC…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…Fact and Fantasy in the Use of Options (1975)Fact and Fantasy in the Use o…INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING (1974)INTERACTIONS OF CORPORATE FIN…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Emerging IT investments and firm performance: a perspective of the digital options (2023)Emerging IT investments and f…The impact of economic policy uncertainty on corporate social responsibility: A new evidence from food industry in China (2022)The impact of economic policy…Modeling project criticality in IT project portfolios (2018)Modeling project criticality …Embedding real options in scenario planning: A new methodological approach (2016)Embedding real options in sce…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)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)Information Systems Success: The Quest for the Dependent Variable (1992)Strategies for Theorizing from Process Data (1999)Review : Knowledge Management and Knowledge Management Systems: Conceptual Foundations And Research Issues1,2 (2001)Does Gamification Work? -- A Literature Review of Empirical Studies on Gamification (2014)Literature review as a research methodology: An overview and guidelines (2019)Opinion Paper: “So what if ChatGPT wrote it?” Multidisciplinary perspectives on opportunities, challenges and implications of generative conversational AI for research, practice and policy (2023)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)An Intertemporal Capital Asset Pricing Model (1973)Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Changes of numéraire, changes of probability measure and option pricing (1995)Arbitrage Theory in Continuous Time (2004)Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978 (1985)Informed Trading in Stock and Option Markets (2004)The Information in Option Volume for Future Stock Prices (2006)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Martingales and stochastic integrals in the theory of continuous trading (1981)The Value of Waiting to Invest (1982)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
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2002Analyzing the Past to Prepare for the Future: Writing a Literature Review7,440 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
  • 1975Fact and Fantasy in the Use of Options1,021 cited
  • 2010Merton, Robert C.812 cited
  • 1974INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING755 cited
  • 2004Real Options and IT Platform Adoption: Implications for Theory and Practice459 cited
  • 1999A Case for Using Real Options Pricing Analysis to Evaluate Information Technology Project Investments452 cited
  • 2012Finanzwirtschaft der Unternehmung346 cited
  • 2002Managing Information Technology Investment Risk: A Real Options Perspective

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344 cited

Cited by

  • 2018Modeling project criticality in IT project portfolios63 cited
  • 2016Embedding real options in scenario planning: A new methodological approach43 cited
  • 2022The impact of economic policy uncertainty on corporate social responsibility: A new evidence from food industry in China43 cited
  • 2023Emerging IT investments and firm performance: a perspective of the digital options12 cited