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Volumn 25, Issue 3, 2003, Pages 347-359

A note on embedded lease options

Author keywords

[No Author keywords available]

Indexed keywords


EID: 3543017414     PISSN: 08965803     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (6)

References (16)
  • 1
    • 0346583799 scopus 로고    scopus 로고
    • Explicit Valuation of Real Estate Lease Options
    • Albert, J. and G. Buetow, Explicit Valuation of Real Estate Lease Options, The Real Estate Finance Journal, 2000, 15:3, 33-8.
    • (2000) The Real Estate Finance Journal , vol.15 , Issue.3 , pp. 33-38
    • Albert, J.1    Buetow, G.2
  • 4
    • 3542994961 scopus 로고    scopus 로고
    • Valuing and Pricing Lease Options: The Effect of Multiple Options in Shop Leases
    • Paper presented at the American Real Estate Society Annual Meeting, April
    • Beardsley C, P. Hendershott and C. Ward, Valuing and Pricing Lease Options: The Effect of Multiple Options in Shop Leases, Paper presented at the American Real Estate Society Annual Meeting, April 2000.
    • (2000)
    • Beardsley, C.1    Hendershott, P.2    Ward, C.3
  • 6
    • 0000294995 scopus 로고
    • The Pricing of Options and Corporate Liabilities
    • Black F. and M. Scholes, The Pricing of Options and Corporate Liabilities, Journal of Political Economy, 1973, 83, 617-37.
    • (1973) Journal of Political Economy , vol.83 , pp. 617-637
    • Black, F.1    Scholes, M.2
  • 7
    • 3542991350 scopus 로고    scopus 로고
    • The Pricing of Embedded Options in Real Estate Lease Contracts
    • Buetow G. and J. Albert, The Pricing of Embedded Options in Real Estate Lease Contracts, Journal of Real Estate Research, 1998, 15:3, 253-65.
    • (1998) Journal of Real Estate Research , vol.15 , Issue.3 , pp. 253-265
    • Buetow, G.1    Albert, J.2
  • 8
    • 84891010016 scopus 로고
    • Investment under Uncertainty
    • Princeton
    • Dixit A. and R. Pindyck, Investment under Uncertainty, Princeton, 1994.
    • (1994)
    • Dixit, A.1    Pindyck, R.2
  • 9
    • 84977416972 scopus 로고
    • Call Option Pricing when the Exercise Price is Uncertain and the Valuation of Index Bonds
    • Fischer S., Call Option Pricing when the Exercise Price is Uncertain and the Valuation of Index Bonds, Journal of Finance, 1978, 33, 169-76.
    • (1978) Journal of Finance , vol.33 , pp. 169-176
    • Fischer, S.1
  • 10
    • 0000486843 scopus 로고
    • Valuing Lease Contracts: A Real-Options Approach
    • Grenadier S., Valuing Lease Contracts: A Real-Options Approach, Journal of Financial Economics, 1995, 38, 297-331.
    • (1995) Journal of Financial Economics , vol.38 , pp. 297-331
    • Grenadier, S.1
  • 12
    • 1642507424 scopus 로고    scopus 로고
    • An Equilibrium Analysis of Real Estate Leases
    • Working paper, Stanford University Business School, July
    • Grenadier S., An Equilibrium Analysis of Real Estate Leases, Working paper, Stanford University Business School, July 2002.
    • (2002)
    • Grenadier, S.1
  • 14
    • 0001389754 scopus 로고
    • Leasing, Buying and the Cost of Capital Services
    • Miller M. and C. Upton, Leasing, Buying and the Cost of Capital Services, Journal of Finance, 1976, 31:3, 761-86.
    • (1976) Journal of Finance , vol.31 , Issue.3 , pp. 761-786
    • Miller, M.1    Upton, C.2
  • 15
    • 0001691944 scopus 로고
    • A Model for the Determination of "Fair" Premiums on Lease Cancellation Insurance Policies
    • Schallheim J. and J. McConnell, A Model for the Determination of "Fair" Premiums on Lease Cancellation Insurance Policies, Journal of Finance, 1985, 40, 1439-57.
    • (1985) Journal of Finance , vol.40 , pp. 1439-1457
    • Schallheim, J.1    McConnell, J.2
  • 16
    • 1642507422 scopus 로고    scopus 로고
    • An Empirical Test of a Contingent Claims Lease Valuation Model
    • Working paper, University of California-Berkeley
    • Stanton R. and N. Wallace, An Empirical Test of a Contingent Claims Lease Valuation Model, Working paper, University of California-Berkeley, 2002.
    • (2002)
    • Stanton, R.1    Wallace, N.2


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