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Oil and Gas Exploration Valuation and the Value of Waiting
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Oil and Gas Exploration Valuation and the Value of Waiting (2015)Oil and Gas Exploration Valuation and the…Convergence of the Least Squares Monte Carlo Approach to American Option Valuation (2004)Convergence of the Least Squa…On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives (2003)On the Robustness of Least-Sq…Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Implementing a stochastic model for oil futures prices (2003)Implementing a stochastic mod…Energy and power risk management : new developments in modeling, pricing and hedging (2003)Energy and power risk managem…Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Electricity Prices and Power …An analysis of a least squares regression method for American option pricing (2002)An analysis of a least square…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments (1999)Options in the Real World: Le…Valuation of the early-exercise price for options using simulations and nonparametric regression (1996)Valuation of the early-exerci…Valuing Risky Projects: Option Pricing Theory and Decision Analysis (1995)Valuing Risky Projects: Optio…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyInvestment and Hysteresis (1992)Investment and HysteresisOption Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…The valuation of options for alternative stochastic processes (1976)Martingales and arbitrage in multiperiod securities markets (1979)Pricing Interest-Rate-Derivative Securities (1990)Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (2005)Understanding the Fine Structure of Electricity Prices* (2006)Renewable energy investments under different support schemes: A real options approach (2012)Theory of Rational Option Pricing (1973)Irreversibility, Uncertainty, and Cyclical Investment (1980)Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Applications of Social Capital in Educational Literature: A Critical Synthesis (2002)Theory of rational option pricing (2005)Economic Geography and Public Policy (2011)The Pricing of Options and Corporate Liabilities (1973)A Theory of Auctions and Competitive Bidding (1982)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Investor valuation of the abandonment option (1996)The Long-Run Evolution of Energy Prices (1999)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Pricing American Options: A Duality Approach (2004)Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Challenges to the practical implementation of modeling and valuing real options (1998)Justifying Electronic Banking Network Expansion Using Real Options Analysis1 (2000)Managing Information Technology Investment Risk: A Real Options Perspective (2002)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Equilibrium Forward Curves for Commodities (2000)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Capital markets research in accounting (2001)
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References

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  • 1994Investment under Uncertainty9,016 cited
  • 2003Monte Carlo Methods in Financial Engineering3,818 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 1992Investment and Hysteresis985 cited
  • 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange965 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1995Valuing Risky Projects: Option Pricing Theory and Decision Analysis536 cited
  • 1996Valuation of the early-exercise price for options using simulations and nonparametric regression517 cited
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  • 2002An analysis of a least squares regression method for American option pricing342 cited
  • 1999Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments246 cited
  • 2003Implementing a stochastic model for oil futures prices213 cited
  • 2004Convergence of the Least Squares Monte Carlo Approach to American Option Valuation

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183 cited
  • 2003On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives127 cited
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