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Volumn 31, Issue 2, 2001, Pages 149-161

Analytic solutions for the value of the option to (dis)invest

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Indexed keywords


EID: 0035626453     PISSN: 00336807     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9310.00205     Document Type: Article
Times cited : (4)

References (22)
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    • Blattberg, R.1    Gonedes, N.2
  • 3
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    • A theory of the term structure of interest rates
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    • Cox, J.1    Ingersoll, J.2    Ross, S.3
  • 6
    • 33847554918 scopus 로고
    • The valuation of options for alternative stochastic processes
    • Cox, J. and Ross, S. (1976) The valuation of options for alternative stochastic processes. Journal of Financial Economics, 3, 145-166.
    • (1976) Journal of Financial Economics , vol.3 , pp. 145-166
    • Cox, J.1    Ross, S.2
  • 8
    • 84936823784 scopus 로고
    • Entry and exit decisions under uncertainty
    • Dixit, A. K. (1989) Entry and exit decisions under uncertainty. Journal of Political Economy, 97, 620-638.
    • (1989) Journal of Political Economy , vol.97 , pp. 620-638
    • Dixit, A.K.1
  • 10
    • 0010079549 scopus 로고
    • Share option rewards and managerial performance: An abnormal performance index
    • Egginton, D., Forker, J. and Tippett, M. (1989) Share option rewards and managerial performance: an abnormal performance index. Accounting and Business Research, 19, 255-266.
    • (1989) Accounting and Business Research , vol.19 , pp. 255-266
    • Egginton, D.1    Forker, J.2    Tippett, M.3
  • 11
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    • Two singular diffusion processes
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    • (1951) Annals of Mathematics , vol.54 , pp. 173-182
    • Feller, W.1
  • 17
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    • The distribution of share price changes
    • Praetz, P. (1972) The distribution of share price changes. Journal of Business, 45, 49-55.
    • (1972) Journal of Business , vol.45 , pp. 49-55
    • Praetz, P.1
  • 18
    • 0001048997 scopus 로고
    • An aggregation theorem for securities markets
    • Rubinstein, M. (1974) An aggregation theorem for securities markets. Journal of Financial Economics, 1, 225-244.
    • (1974) Journal of Financial Economics , vol.1 , pp. 225-244
    • Rubinstein, M.1
  • 19
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    • The valuation of uncertain income streams and the pricing of options
    • Rubinstein, M. (1976) The valuation of uncertain income streams and the pricing of options. Bell Journal of Economics and Management Science, 7, 407-425.
    • (1976) Bell Journal of Economics and Management Science , vol.7 , pp. 407-425
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  • 22
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    • Uhlenbeck, G.1    Ornstein, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.