SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Simulation and Numerical Methods in Real Options Valuation
13 references·8 citing·29 second hopsampled
Simulation and Numerical Methods in Real Options Valuation (2000)Simulation and Numerical Methods in Real …Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Monte Carlo evaluation model of an undeveloped oil field (1998)Monte Carlo evaluation model …The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Pricing American-style securities using simulation (1997)Pricing American-style securi…Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks (1997)Monte Carlo Estimation of Ame…Enhanced Monte Carlo Estimates for American Option Prices (1997)Enhanced Monte Carlo Estimate…Numerical Valuation of High Dimensional Multivariate American Securities (1995)Numerical Valuation of High D…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Two-State Option Pricing (1979)Two-State Option PricingOption pricing: A simplified approach (1979)Option pricing: A simplified …The valuation of warrants: Implementing a new approach (1977)The valuation of warrants: Im…Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Stochastic analysis of a shale gas investment strategy for coping with production uncertainties (2020)Stochastic analysis of a shal…A simple-to-implement real options method for the energy sector (2020)A simple-to-implement real op…Placing the power of real options analysis into the hands of natural resource managers – Taking the next step (2013)Placing the power of real opt…Real options pricing by the finite element method (2011)Real options pricing by the f…Option Games in Water Infrastructure Investment (2011)Option Games in Water Infrast…Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights (2010)Evaluating Natural Resource I…Real options valuation (2007)Real options valuationThe Evaluation of Venture Capital as an Instalment Option: Valuing Real Options Using Real Options (2004)The Evaluation of Venture Cap…Simulation Modeling and Analysis. (1983)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)LIBOR and swap market models and measures (1997)Monte Carlo methods for security pricing (1997)Theory of Rational Option Pricing (1973)Efficient Analytic Approximation of American Option Values (1987)Theory of Financial Decision Making. (1988)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Brownian Motion and Stochastic Calculus (2007)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)An equilibrium characterization of the term structure (1977)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)Introductory Econometrics for Finance (2008)Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)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)Martingales and stochastic integrals in the theory of continuous trading (1981)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,228 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1977Options: A Monte Carlo approach1,367 cited
  • 1997Pricing American-style securities using simulation614 cited
  • 1979Two-State Option Pricing470 cited
  • 1995Numerical Valuation of High Dimensional Multivariate American Securities325 cited
  • 1977The valuation of warrants: Implementing a new approach254 cited
  • 1997Enhanced Monte Carlo Estimates for American Option Prices113 cited
  • 1997Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks99 cited
  • 1998Monte Carlo evaluation model of an undeveloped oil field55 cited

Cited by

  • 2020A simple-to-implement real options method for the energy sector37 cited
  • 2007Real options valuation32 cited

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

2011
Real options pricing by the finite element method
29 cited
  • 2020Stochastic analysis of a shale gas investment strategy for coping with production uncertainties25 cited
  • 2004The Evaluation of Venture Capital as an Instalment Option: Valuing Real Options Using Real Options24 cited
  • 2011Option Games in Water Infrastructure Investment19 cited
  • 2013Placing the power of real options analysis into the hands of natural resource managers – Taking the next step17 cited
  • 2010Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights16 cited