-
2
-
-
85015692260
-
The pricing of options and corporate liabilities
-
Black, F. and M. ScHOLES, "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, Vol. 81, 1973, pp. 637-659.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 637-659
-
-
Black, F.1
Scholes, M.2
-
4
-
-
84959674840
-
A lattice framework for option pricing with two state variables
-
Boyle, P.P., "A Lattice Framework for Option Pricing with Two State Variables," Journal of Financial and Quantitative Analysis, Vol. 23, No. 1, pp. 1-12.
-
Journal of Financial and Quantitative Analysis
, vol.23
, Issue.1
, pp. 1-12
-
-
Boyle, P.P.1
-
5
-
-
0000532793
-
Numerical evaluation of multivariate contingent claims
-
Boyle, P.P., J. Evnine, and S. Gibbs, "Numerical Evaluation of Multivariate Contingent Claims," The Review of Financial Studies, Vol. 1, No. 2, pp. 241-250.
-
The Review of Financial Studies
, vol.1
, Issue.2
, pp. 241-250
-
-
Boyle, P.P.1
Evnine, J.2
Gibbs, S.3
-
6
-
-
0003692551
-
-
John Wiley & Sons, NY
-
Bragg, S.M., Outsourcing: A Guide to Selecting the Correct Business Unit, Negotiating the Contract, and Maintaining Control of the Process, John Wiley & Sons, NY, 1998.
-
(1998)
Outsourcing: A Guide to Selecting the Correct Business Unit, Negotiating the Contract, and Maintaining Control of the Process
-
-
Bragg, S.M.1
-
8
-
-
49249142814
-
An option pricing: A simplified approach
-
Cox, J.C., S.A. Ross, and M. Rubinstein, "An Option Pricing: A Simplified Approach," Journal of Financial Economics, Vol. 7, 1979, pp. 229-263.
-
(1979)
Journal of Financial Economics
, vol.7
, pp. 229-263
-
-
Cox, J.C.1
Ross, S.A.2
Rubinstein, M.3
-
9
-
-
0031130388
-
Optimal operating policies in the presence of exchange rate variability
-
Dasu, S. and L. Li, "Optimal Operating Policies in the Presence of Exchange Rate Variability," Management Science, Vol. 43, No. 5,1997, pp. 705-722.
-
(1997)
Management Science
, vol.43
, Issue.5
, pp. 705-722
-
-
Dasu, S.1
Li, L.2
-
10
-
-
0028513235
-
Outsourcing and its impact on operations strategy
-
Gupta M. and D. Zhender, "Outsourcing and its Impact on Operations Strategy," Production and Inventory Management Journal, Vol. 35, No. 3, 1994, pp. 70-76.
-
(1994)
Production and Inventory Management Journal
, vol.35
, Issue.3
, pp. 70-76
-
-
Gupta, M.1
Zhender, D.2
-
11
-
-
21344475973
-
Valuing flexibility: An impulse control framework
-
Hodder, J.E. and A.J. Triantis, "Valuing Flexibility: An Impulse Control Framework," Annals of Operations Research, Vol. 45, 1993, pp. 109-130.
-
(1993)
Annals of Operations Research
, vol.45
, pp. 109-130
-
-
Hodder, J.E.1
Triantis, A.J.2
-
12
-
-
17144382528
-
Valuing operational flexibility under exchange rate risk
-
Huchzermeier, A. and M.A. Cohen, "Valuing Operational Flexibility under Exchange Rate Risk," Operations Research, Vol. 44, No. 1,1996, pp. 100-113.
-
(1996)
Operations Research
, vol.44
, Issue.1
, pp. 100-113
-
-
Huchzermeier, A.1
Cohen, M.A.2
-
13
-
-
0003890315
-
-
Fifth Edition, Prentice Hall Englewood Cliffs, N.J
-
Hull, J., Options, Futures, and Other Derivatives Securities. Fifth Edition, Prentice Hall Englewood Cliffs, N.J., 2003.
-
(2003)
Options, Futures, and Other Derivatives Securities
-
-
Hull, J.1
-
14
-
-
0001739440
-
On stochastic differential equations
-
Ito, K., "On Stochastic Differential Equations," Memoirs, American Mathematical Society, Vol. 4, 1951, pp. 1-51.
-
(1951)
Memoirs, American Mathematical Society
, vol.4
, pp. 1-51
-
-
Ito, K.1
-
15
-
-
0000980885
-
Multinomial approximating models for options with k state variables
-
Kamrad, E., and P. Rjtchken, "Multinomial Approximating Models for Options with k State Variables," Management Science, Vol. 37, No. 12, 1991, pp. 1640-1653.
-
(1991)
Management Science
, vol.37
, Issue.12
, pp. 1640-1653
-
-
Kamrad, E.1
Rjtchken, P.2
-
16
-
-
0000160102
-
Operating flexibility, global manufacturing, and the option value of a multinational network
-
Kogut, B. and N. Kulatilaka, "Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network," Management Science. Vol. 40, No. 1, 1994, pp. 123-139.
-
(1994)
Management Science
, vol.40
, Issue.1
, pp. 123-139
-
-
Kogut, B.1
Kulatilaka, N.2
-
17
-
-
0003000345
-
Global sourcing strategies under exchange rate uncertainty
-
ed. Tayur, S., Ganeshan, R., and Magazine, M. Boston: Kluwer Academic Publishers
-
KOUVELIS, P., "Global Sourcing Strategies under Exchange Rate Uncertainty," In Quantitative Models for Supply Chain Management, ed. Tayur, S., Ganeshan, R., and Magazine, M. 625-667. Boston: Kluwer Academic Publishers, 1999.
-
(1999)
Quantitative Models for Supply Chain Management
, pp. 625-667
-
-
Kouvelis, P.1
-
18
-
-
0001832876
-
Investment opportunities as real options: Getting started on the numbers
-
July-August
-
Luehrman, T.A., "Investment Opportunities as Real Options: Getting Started on the Numbers," Harvard Business Review, July-August, 1998.
-
(1998)
Harvard Business Review
-
-
Luehrman, T.A.1
-
21
-
-
84888611565
-
A real options design for quality control charts
-
Nembhard, H.B., I. Shi and M. Aktan, "A Real Options Design for Quality Control Charts," The Engineering Economist, Vol. 47, No. 1, 2002, pp. 28-59.
-
(2002)
The Engineering Economist
, vol.47
, Issue.1
, pp. 28-59
-
-
Nembhard, H.B.1
Shi, I.2
Aktan, M.3
-
22
-
-
0007896451
-
Manufacturing transitions as real options in the new economy
-
Nembhard, H.B., I. Shi, and C.S. Park, "Manufacturing Transitions as Real Options in the New Economy," The Engineering Economist, Vol. 45, No. 3, 2000, pp. 232-258.
-
(2000)
The Engineering Economist
, vol.45
, Issue.3
, pp. 232-258
-
-
Nembhard, H.B.1
Shi, I.2
Park, C.S.3
-
24
-
-
84977719278
-
Valuing flexibility as a complex option
-
Triantis, A.J. and J.E. Hodder, "Valuing Flexibility as a Complex Option," Journal of Finance, Vol. 45, No. 2, 1990, pp. 549-565.
-
(1990)
Journal of Finance
, vol.45
, Issue.2
, pp. 549-565
-
-
Triantis, A.J.1
Hodder, J.E.2
|