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Real option valuation methods...
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Aït-Sahalia, Yacine
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5
Wang, Neng
5
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4
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3
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3
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2
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835
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623
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383
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ECONIS (ZBW)
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1
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
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2
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
4
Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
-
2002
Persistent link: https://www.econbiz.de/10001661181
Saved in:
5
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
-
2013
Persistent link: https://www.econbiz.de/10010210684
Saved in:
6
Real options with uncertain maturity and competition
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
2007
Persistent link: https://www.econbiz.de/10003443319
Saved in:
7
Real options in a dynamic agency model, with applications to financial development, IPOs, and business risk
Philippon, Thomas
;
Sannikov, Yuliy
-
2007
Persistent link: https://www.econbiz.de/10003594994
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8
Irreversible investment, real options, and competition: evidence from real estate development
Bulan, Laarni
;
Mayer, Christopher J.
;
Somerville, Craig …
-
2006
Persistent link: https://www.econbiz.de/10003383677
Saved in:
9
Investment busts, reputation, and the temptation to blend in with the crowd
Grenadier, Steven R.
;
Malenko, Andrey
;
Strebulaev, Ilya A.
-
2012
Persistent link: https://www.econbiz.de/10009530198
Saved in:
10
Corporate venture capital as a real option in the markets for technology
Ceccagnoli, Marco
;
Higgins, Matthew J.
;
Kang, Hyunsung D.
-
2015
Persistent link: https://www.econbiz.de/10011332933
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