-rate analysis, option pricing analysis, and decision analysis, focusing on the last two. We show that, in contrast to some of the … claims made in the "real options" literature, when both option pricing and decision analysis methods are correctly applied …, they must give consistent results. We also explore ways in which option pricing and decision analysis methods can be …

mean lower partial moment valuation specializes to the mean-logarithmic variance capital asset pricing model. …In this paper we develop a capital asset pricing model in a mean lower partial moment framework. Specifically, we show …

paper develops a series of propositions which makes possible the pricing of a certain class of both American and European …

We present an integral equation approach for the valuation of American-style derivatives when the underlying asset … parametric valuation formulas are obtained. Finally, we extend results on American capped options to general diffusion prices …

has been learned, or delaying the purchase decision until a time at which valuation uncertainty has been resolved. Whereas …

challenges in making optimal pricing and production decisions. Such firms are confronted with precipitous trade-off between high … of conspicuous consumption. In this paper, we propose a model that addresses pricing and production decisions for a firm …

importance/informativeness of each attribute. We discuss optimal pricing, the impact of consumer search on profits and social …