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An Equilibrium Analysis of Real Estate Leases
16 references·4 citing·36 second hop
An Equilibrium Analysis of Real Estate Leases (2005)An Equilibrium Analysis of Real Estate Le…The Journal of Real Estate Finance and Economics (2013)The Journal of Real Estate Fi…Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms (2002)Option Exercise Games: An App…Strategic Growth Options (1998)Strategic Growth OptionsThe Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)The Strategic Exercise of Opt…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyEntry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Time to build, option value, and investment decisions (1987)Time to build, option value, …Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Urban Land Prices Under Uncertainty (1985)Urban Land Prices Under Uncer…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Determinants of Corporate Leasing Policy (1985)Determinants of Corporate Lea…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The Value of Waiting to Invest (1982)The Value of Waiting to InvestAn equilibrium characterization of the term structure (1977)An equilibrium characterizati…VALUATION OF FINANCIAL LEASE CONTRACTS (1976)VALUATION OF FINANCIAL LEASE …No More Illegal Subdivided Units? A Game-Theoretical Explanation of the Failure of Building Control in Hong Kong (2022)No More Illegal Subdivided Un…Sukuk spreads determinants and pricing model methodology (2013)Sukuk spreads determinants an…Licensing duration in foreign markets: A real options perspective (2008)Licensing duration in foreign…Commercial Office Space: Testing the Implications of Real Options Models with Competitive Interactions (2007)Commercial Office Space: Test…Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)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)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Investment in Human Capital: A Theoretical Analysis (1962)Irreversibility, Uncertainty, and Investment (1990)Theory of rational option pricing (2005)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Determinants of corporate borrowing (1977)The Theory of Industrial Organization (1988)Theory of Industrial Organization. (1989)Capabilities as Real Options (2001)Project Management Under Risk: Using the Real Options Approach to Evaluate Flexibility in R…D (2001)Optimum consumption and portfolio rules in a continuous-time model (1971)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of Rational Option Pricing (1973)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)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1998Strategic Growth Options650 cited
  • 1985Urban Land Prices Under Uncertainty640 cited
  • 1996The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets632 cited
  • 2002Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms600 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 1976VALUATION OF FINANCIAL LEASE CONTRACTS330 cited
  • 1985Determinants of Corporate Leasing Policy320 cited

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Cited by

  • 2008Licensing duration in foreign markets: A real options perspective43 cited
  • 2013Sukuk spreads determinants and pricing model methodology30 cited
  • 2007Commercial Office Space: Testing the Implications of Real Options Models with Competitive Interactions29 cited
  • 2022No More Illegal Subdivided Units? A Game-Theoretical Explanation of the Failure of Building Control in Hong Kong13 cited