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Volumn 135, Issue 1, 2005, Pages 21-39

Decision analysis and real options: A discrete time approach to real option valuation

Author keywords

Decision trees; Lattice methods; Real options

Indexed keywords


EID: 24144484608     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-005-6233-9     Document Type: Article
Times cited : (66)

References (15)
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    • The pricing of options and corporate liabilities
    • Black, F. and M. Scholes. (1973). "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81, 637-659.
    • (1973) Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 3
    • 0001603924 scopus 로고
    • Evaluating natural resource investments
    • Brennan, M. and E. Schwartz. (1985). "Evaluating Natural Resource Investments." Journal of Business 58(2), 135-157.
    • (1985) Journal of Business , vol.58 , Issue.2 , pp. 135-157
    • Brennan, M.1    Schwartz, E.2
  • 7
    • 0006854749 scopus 로고    scopus 로고
    • Options, In R.J. Zeckhauser, R.L. Keeney, and J.K. Sebenius, (eds). Boston, MA: Harvard Business School Press
    • Howard, R.A. (1996). "Wise Choices." Options, In R.J. Zeckhauser, R.L. Keeney, and J.K. Sebenius, (eds). Boston, MA: Harvard Business School Press, pp. 81-101.
    • (1996) Wise Choices. , pp. 81-101
    • Howard, R.A.1
  • 9
    • 0004281114 scopus 로고    scopus 로고
    • New York: Oxford University Press
    • Luenberger, David. (1998). Investment Science. New York: Oxford University Press.
    • (1998) Investment Science
    • Luenberger, D.1
  • 12
    • 0003316318 scopus 로고    scopus 로고
    • Options in the real world: Lessons learned in evaluating oil and gas investments
    • Smith, J.E. and K.F. McCardle. (1999). "Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments." Operations Research 47, 1-15.
    • (1999) Operations Research , vol.47 , pp. 1-15
    • Smith, J.E.1    McCardle, K.F.2
  • 13
    • 0000235095 scopus 로고
    • Valuing risky projects: Option pricing theory and decision analysis
    • Smith, J.E. and R.F. Nau. (1995). "Valuing Risky Projects: Option Pricing Theory and Decision Analysis." Management Science 41(5), 795-816.
    • (1995) Management Science , vol.41 , Issue.5 , pp. 795-816
    • Smith, J.E.1    Nau, R.F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.