SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
16 references·1 citing·34 second hop
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (2019)Valuing portfolios of interdependent real…Real options theory in strategic management (2016)Real options theory in strate…Uncertainty and the market valuation of R&D within a real options logic (2008)Uncertainty and the market va…Real Options as Engines of Choice and Heterogeneity (2004)Real Options as Engines of Ch…Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)Primal-Dual Simulation Algori…The green book : appraisal and evaluation in central government (2003)The green book : appraisal an…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Regression methods for pricing complex American-style options (2001)Regression methods for pricin…Governance and uncertainty: the trade-off between administrative control and commitment (1998)Governance and uncertainty: t…A Real Options Logic for Initiating Technology Positioning Investments (1997)A Real Options Logic for Init…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)The Nature of Option Interact…Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Strategy through the Option L…Investments of uncertain cost (1993)Investments of uncertain costTime to build, option value, and investment decisions (1987)Time to build, option value, …Funding Criteria for Research, Development, and Exploration Projects (1981)Funding Criteria for Research…Mature offshore oil field development: Solving a real options problem using stochastic dual dynamic integer programming (2021)Mature offshore oil field dev…Management and Cost Accounting (1992)Economic burden of cardiovascular diseases in the enlarged European Union (2006)Using Discrete Choice Experiments to Value Health and Health Care (2007)Stern Review on the Economics of Climate Change (2006) (2017)The Pricing of Options and Corporate Liabilities (1973)Absorptive Capacity: A New Perspective on Learning and Innovation (1990)Exploration and Exploitation in Organizational Learning (1991)How Organizational Resources Affect Strategic Change and Performance in Turbulent Environments: Theory and Evidence (2001)The age of temporary advantage (2010)Theory of Rational Option Pricing (1973)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Theory of rational option pricing (2005)Firm Resources and Sustained Competitive Advantage (1991)The Illusory Diffusion of Innovation: An Examination of Assimilation Gaps (1999)Firm resources and sustained competitive advantage (2004)Path Dependence or Path Creation? (2009)Platform Ecosystems: Aligning Architecture, Governance, and Strategy (2013)Martingales and arbitrage in multiperiod securities markets (1979)An analysis of a least squares regression method for American option pricing (2002)Pricing American Options: A Duality Approach (2004)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)Challenges to the practical implementation of modeling and valuing real options (1998)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)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)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)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)Incumbent's advantage through exploiting complementary assets via interfirm cooperation (2001)Make, Buy, or Ally: A Transaction Cost Theory Meta-Analysis (2006)The Many Futures of Contracts (2013)
this work references cited by second hop

References

  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 2003The green book : appraisal and evaluation in central government1,417 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1993Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process882 cited
  • 1997A Real Options Logic for Initiating Technology Positioning Investments854 cited
  • 2001Regression methods for pricing complex American-style options612 cited
  • 1998Governance and uncertainty: the trade-off between administrative control and commitment611 cited
  • 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options544 cited
  • 2016Real options theory in strategic management543 cited
  • 1993Investments of uncertain cost480 cited
  • 1981Funding Criteria for Research, Development, and Exploration Projects433 cited
  • 2004Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options420 cited
  • 2004

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Real Options as Engines of Choice and Heterogeneity
277 cited
  • 2008Uncertainty and the market valuation of R&D within a real options logic255 cited
  • Cited by

    • 2021Mature offshore oil field development: Solving a real options problem using stochastic dual dynamic integer programming24 cited