this work references cited by second hopReferences
- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
- 1994Investment Under Uncertainty.9,566 cited
- 1979Option pricing: A simplified approach6,103 cited
- 1982The Value of Waiting to Invest3,606 cited
- 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,228 cited
- 1985Evaluating Natural Resource Investments2,379 cited
- 1989Entry and Exit Decisions under Uncertainty2,356 cited
- 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,224 cited
- 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
- 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
- 1977Options: A Monte Carlo approach1,367 cited
- 1979The valuation of compound options1,107 cited
- 1999Real options: managing strategic investment in an uncertain world1,107 cited
- 1997Pricing American-style securities using simulation614 cited
- 1982Options on the minimum or the maximum of two risky assets553 cited
- 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work