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Volumn 31, Issue 2, 2001, Pages 191-201

Valuation of R&D real American sequential exchange options

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Indexed keywords


EID: 0035645903     PISSN: 00336807     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9310.00209     Document Type: Article
Times cited : (54)

References (25)
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  • 3
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    • The valuation of compound options
    • Geske, R. (1979) The valuation of compound options. Journal of Financial Economics, 7, 63-81.
    • (1979) Journal of Financial Economics , vol.7 , pp. 63-81
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    • The American put option valued analytically
    • Geske, R. and Johnson, H.E. (1984) The American put option valued analytically. Journal of Finance, 39, 1511-1524.
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    • Geske, R.1    Johnson, H.E.2
  • 9
    • 0031161157 scopus 로고    scopus 로고
    • Investment in technological innovations: An option pricing approach
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    • Grenadier, S.R.1    Weiss, A.M.2
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    • Holland, C.P.1    Lockett, A.G.2
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    • The value of an option to exchange one asset for another
    • Margrabe, W. (1978) The value of an option to exchange one asset for another. Journal of Finance, 33, 177-186.
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    • Margrabe, W.1
  • 22
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    • Funding criteria for research, development and exploration projects
    • Roberts, K. and Weitzman, M.L. (1981) Funding criteria for research, development and exploration projects. Econometrica, 49, 1261-1288.
    • (1981) Econometrica , vol.49 , pp. 1261-1288
    • Roberts, K.1    Weitzman, M.L.2
  • 23
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    • Schwartz, E.S.1    Moon, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.