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Growth options, option exercise and firms' systematic risk
Koussis, Nicos; Makrominas, Michalis - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 243-267
Persistent link: https://www.econbiz.de/10011327631
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Re-examining the investment-uncertainty relationship in a real options model
Chang, Chuang-Chang; Chen, Chang - In: Review of quantitative finance and accounting 38 (2012) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10009532217
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The valuation of multivariate contingent claims under transformed trinomial approaches
Chang, Chuang-chang; Lin, Jun-biao - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10003942163
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Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan; Gu, Yuchi - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
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Option pricing with random risk aversion
Vitiello, Luiz; Poon, Ser-Huang - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
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Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.; Tzavalis, Elias - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
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Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F. - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
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Capital valuation and sustainability : a data programming approach
West, Jason - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 591-608
Persistent link: https://www.econbiz.de/10011532008
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Optimality of project financing : theory and empirical implications in finance and accounting
John, Teresa Anne - In: Review of quantitative finance and accounting 1 (1991) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10001102483