SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME*
16 references·2 citing·42 second hop
PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME* (2007)PRACTICAL GUIDE TO REAL OPTIONS IN DISCRE…Some remarks on first passage of Lévy processes, the American put and pasting principles (2005)Some remarks on first passage…The Finite Moment Log Stable Process and Option Pricing (2003)The Finite Moment Log Stable …Perpetual American Options Under Lévy Processes (2002)Perpetual American Options Un…Non-Gaussian Merton-Black-Scholes Theory (2002)Non-Gaussian Merton-Black-Sch…Non-Gaussian Merton-Black-Scholes Theory (2002)Non-Gaussian Merton-Black-Sch…Financial Markets and Firm Dynamics (2001)Financial Markets and Firm Dy…Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Transform Analysis and Asset …The effects of irreversibility and uncertainty on capital accumulation (1999)The effects of irreversibilit…Essentials of Stochastic Finance (1999)Essentials of Stochastic Fina…Options, the Value of Capital, and Investment (1996)Options, the Value of Capital…Job creation and destruction (1996)Job creation and destructionInvestment Under Uncertainty. (1994)Investment Under Uncertainty.Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…On The Behavior of Commodity Prices (1990)On The Behavior of Commodity …Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Using real options to value capacity additions and investment expenditures in renewable energies in India (2020)Using real options to value c…Exit problems in regime-switching models (2007)Exit problems in regime-switc…Selection and the Evolution of Industry (1982)Financing Constraints and Corporate Investment (1988)Entry, Exit, and firm Dynamics in Long Run Equilibrium (1992)On the Evolution of Firm Size Distributions (2008)Default and the Maturity Structure in Sovereign Bonds (2012)The Dynamics of Employment Growth (2014)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Irreversibilities and the timing of environmental policy (2000)The New Issues Puzzle: Testing the Investment-Based Explanation (2007)Capital Allocation and Timely Accounting Recognition of Economic Losses (2011)The Behavior of Stock-Market Prices (1965)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (2005)Fractional Diffusion Models of Option Prices in Markets With Jumps (2006)Stochastic skew in currency options☆ (2007)An equilibrium characterization of the term structure (1977)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)A Jump-Diffusion Model for Option Pricing (2002)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Implications Of Higher Global Food Prices For Poverty In Low-Income Countries (2008)Export Restrictions and Price Insulation During Commodity Price Booms (2011)Limits to arbitrage and hedging: Evidence from commodity markets (2013)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Policy distortions and aggregate productivity with heterogeneous establishments (2008)What Causes Industry Agglomeration? Evidence from Coagglomeration Patterns (2010)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
  • 1996Job creation and destruction1,630 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 2001Financial Markets and Firm Dynamics832 cited
  • 2003The Finite Moment Log Stable Process and Option Pricing517 cited
  • 1996Options, the Value of Capital, and Investment491 cited
  • 1990On The Behavior of Commodity Prices421 cited
  • 1999Essentials of Stochastic Finance412 cited
  • 2002Non-Gaussian Merton-Black-Scholes Theory324 cited
  • 2002Non-Gaussian Merton-Black-Scholes Theory216 cited
  • 1999The effects of irreversibility and uncertainty on capital accumulation214 cited
  • 2005Some remarks on first passage of Lévy processes, the American put and pasting principles206 cited
  • 2002Perpetual American Options Under Lévy Processes181 cited

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

Cited by

  • 2007Exit problems in regime-switching models32 cited
  • 2020Using real options to value capacity additions and investment expenditures in renewable energies in India31 cited