-
2
-
-
15944387634
-
Textbook treatment of volatility in valuing options and corporate liabilities
-
ARDALAN, KAVOUS, 'Textbook treatment of volatility in valuing options and corporate liabilities," Financial Practice and Education, Vol. 7, No. 1, 1997, pp. 103-112.
-
(1997)
Financial Practice and Education
, vol.7
, Issue.1
, pp. 103-112
-
-
Ardalan, K.1
-
3
-
-
0041112890
-
General properties of option prices
-
BERGMAN, YAACOV Z., BRUCE D. GRUNDY, and Zvi WIENER, "General properties of option prices," Journal of Finance, Vol. 51, 1996, pp. 1573-1610.
-
(1996)
Journal of Finance
, vol.51
, pp. 1573-1610
-
-
Bergman, Y.Z.1
Grundy, B.D.2
Wiener, Z.3
-
4
-
-
0344003403
-
Stochastic capital theory
-
George R. Feiwel, ed., New York University Press, New York
-
BROCK, WILLIAM A., MICHAEL ROTHSCHILD, and JOSEPH E. STIGLITZ, "Stochastic capital theory," in Joan Robinson and Modern Economic Theory, George R. Feiwel, ed., New York University Press, New York, 1989, pp. 591-622.
-
(1989)
Joan Robinson and Modern Economic Theory
, pp. 591-622
-
-
Brock, W.A.1
Rothschild, M.2
Stiglitz, J.E.3
-
5
-
-
29444442124
-
-
Working Paper No. 28, Fondazione Eni Enrico Mattel (FEEM), Italy
-
CAPPUCCIO, NUNZIO, and MICHELE MORETTO, "Comments on the investment-uncertainty relationship in a real option model," Working Paper No. 28, 2001, Fondazione Eni Enrico Mattel (FEEM), Italy.
-
(2001)
Comments on the Investment-uncertainty Relationship in A Real Option Model
-
-
Cappuccio, N.1
Moretto, M.2
-
8
-
-
0036147217
-
Determinants of corporate growth opportunities of emerging firms
-
GARNER, JACQUELINE L., JOUAHN NAM, and RICHARD E. OTTOO, "Determinants of corporate growth opportunities of emerging firms," Journal of Economics and Business, Vol. 54, 2002, pp. 73-93.
-
(2002)
Journal of Economics and Business
, vol.54
, pp. 73-93
-
-
Garner, J.L.1
Nam, J.2
Ottoo, R.E.3
-
9
-
-
0003890315
-
-
4,H edition. Prentice Hall Englewood Cliffs, NJ
-
HULL, J.C., Options, Futures, and other Derivative Securities, 4,H edition. Prentice Hall, Englewood Cliffs, NJ, 2000.
-
(2000)
Options Futures and Other Derivative Securities
-
-
Hull, J.C.1
-
10
-
-
0042375008
-
Call options and the risk of underlying securities
-
JAGANNATHAN, RAVI, "Call options and the risk of underlying securities," Journal of Financial Economics, Vol. 13, 1984, pp. 425-434.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 425-434
-
-
Jagannathan, R.1
-
11
-
-
0032370696
-
Robustness of the black and scholes formula
-
KAROUI, NICOLE EL, MONIQUE JEANBLANC-PICQUE, and STEVEN E. SHREVE, "Robustness of the Black and Scholes Formula," Mathematical Finance, Vol. 8, No. 2, 1998, pp. 93-126.
-
(1998)
Mathematical Finance
, vol.8
, Issue.2
, pp. 93-126
-
-
Karoui, N.E.1
Jeanblanc-Picque, M.2
Shreve, S.E.3
-
12
-
-
0032137432
-
Strategic growth options
-
KULATILAKA, NALIN, and ENRICO C. PEROTTI, "Strategic growth options," Management Science, Vol. 44, No. 8, 1998, pp. 1021-1031.
-
(1998)
Management Science
, vol.44
, Issue.8
, pp. 1021-1031
-
-
Kulatilaka, N.1
Perotti, E.C.2
-
13
-
-
84993839697
-
Backwardation in oil futures markets: Theory and empirical evidence
-
LITZENBERGER, RH., and N. RABINOWITZ, "Backwardation in oil futures markets: theory and empirical evidence," Journal of Finance, Vol. 50, 1995, pp. 1517-1545.
-
(1995)
Journal of Finance
, vol.50
, pp. 1517-1545
-
-
Litzenberger, R.H.1
Rabinowitz, N.2
-
14
-
-
33845613476
-
Jackpot?
-
MAYOR, NICK, "Jackpot?" Wilmott, Vol. 1, 2001, pp. 46-53.
-
(2001)
Wilmott
, vol.1
, pp. 46-53
-
-
Mayor, N.1
-
15
-
-
0000435025
-
Option pricing when the underlying asset earns a below-equilibrium rate of return: A Note
-
MCDONALD, R.L., and D.R. SIEGEL, "Option pricing when the underlying asset earns a below-equilibrium rate of return: A Note," Journal of Finance, Vol. 34, 1984, pp. 261-65.
-
(1984)
Journal of Finance
, vol.34
, pp. 261-265
-
-
McDonald, R.L.1
Siegel, D.R.2
-
16
-
-
0000704002
-
Investment and the valuation of firms when there is an option to shut down
-
MCDONALD, R.L., and D.R. SIEGEL, "Investment and the valuation of firms when there is an option to shut down," International Economic Review, Vol.26, 1985, pp. 331-349.
-
(1985)
International Economic Review
, vol.26
, pp. 331-349
-
-
McDonald, R.L.1
Siegel, D.R.2
-
17
-
-
84960586010
-
The value of waiting to invest
-
MCDONALD, R.L., and D.R. SIEGEL, "The value of waiting to invest," Quarterly Journal of Economics, Vol. 101, 1986, pp. 707-727.
-
(1986)
Quarterly Journal of Economics
, vol.101
, pp. 707-727
-
-
McDonald, R.L.1
Siegel, D.R.2
-
18
-
-
0009977384
-
Uncertain outlays in time-to-build problems
-
OTT, STEVEN H., and HOWARD E.THOMPSON, "Uncertain outlays in time-to-build problems," Managerial and Decision Sciences, Vol. 17, 1996, pp. 1-16.
-
(1996)
Managerial and Decision Sciences
, vol.17
, pp. 1-16
-
-
Ott, S.H.1
Thompson, H.E.2
-
20
-
-
84959850844
-
-
PADDOCK, J. L., D.R. SIEGEL, and J.L. SMITH, "Option valuation of claims on real assets: The case of offshore petroleum leases," Vol. 103, 1988, pp. 479-508.
-
(1988)
Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases
, vol.103
, pp. 479-508
-
-
Paddock, J.L.1
Siegel, D.R.2
Smith, J.L.3
-
21
-
-
0000888844
-
Irreversible investment, capacity choice, and the value of the firm
-
PiNDYCK, ROBERT S., "Irreversible investment, capacity choice, and the value of the firm," American Economic Review, Vol. 78, No. 5, 1988, pp. 969-985.
-
(1988)
American Economic Review
, vol.78
, Issue.5
, pp. 969-985
-
-
Pindyck, R.S.1
-
22
-
-
84888427008
-
-
Mitsui Global Precious Metals London October
-
Precious Metals Monthly Monitor, Mitsui Global Precious Metals, London, October 2000.
-
(2000)
Precious Metals Monthly Monitor
-
-
-
23
-
-
0003074292
-
The economic consequences of regulatory taking risk on land value and development activity
-
RIDDIOUGH, T.J., "The economic consequences of regulatory taking risk on land value and development activity," Journal of Urban Economics, Vol. 41, 1997, pp. 56-77.
-
(1997)
Journal of Urban Economics
, vol.41
, pp. 56-77
-
-
Riddiough, T.J.1
-
24
-
-
0000993176
-
On the investment-uncertainty relationship in a real options model
-
SARKAR, S., "On the investment-uncertainty relationship in a real options model," Journal of Economic Dynamics & Control, Vol.24, 2000, pp. 219-225.
-
(2000)
Journal of Economic Dynamics & Control
, vol.24
, pp. 219-225
-
-
Sarkar, S.1
-
25
-
-
0002410475
-
Evaluating research and development investments
-
Michael J. Brennan and Lenos Trigeorgis, Oxford UP, New York
-
SCHWARTZ, EDUARDO E., and MARK MOON, "Evaluating research and development investments," in Project Flexibility, Agency, and Competition, eds. Michael J. Brennan and Lenos Trigeorgis, Oxford UP, New York, 2000, pp. 85-106.
-
(2000)
Project Flexibility, Agency, and Competition
, pp. 85-106
-
-
Schwartz, E.E.1
Moon, M.2
-
26
-
-
0000576599
-
An option valuation analysis of investment choices by a regulated firm
-
TEISBERG, ELIZABETH OLMSTED, "An option valuation analysis of investment choices by a regulated firm," Management Science, Vol. 40, 1994, pp. 535-548.
-
(1994)
Management Science
, vol.40
, pp. 535-548
-
-
Teisberg, E.O.1
-
28
-
-
21344480326
-
Equilibrium and options on real assets
-
WILLIAMS, J.T., "Equilibrium and options on real assets," Review of Financial Studies, Vol. 6, 1993, pp. 825-850.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 825-850
-
-
Williams, J.T.1
|