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Effect of risk preference on the valuation of time charter contracts with extension options
Pires, Floriano - In: Maritime policy & management 46 (2019) 7, pp. 831-844
Persistent link: https://www.econbiz.de/10012210173
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Valuing callable and putable revenue-performance-linked project backed securities
Dong, Feng; Chiara, Nicola; Večeř, Jan - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 751-765
Persistent link: https://www.econbiz.de/10008904334
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Certainty equivalent, risk premium and asset pricing
Zhang, Zhiqiang - In: Frontiers of business research in China : selected … 4 (2010) 2, pp. 325-339
Persistent link: https://www.econbiz.de/10003993081
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Real (adaptation) options and the valuation of equity : some empirical evidence
Ataullah, Ali; Higson, Andrew; Tippett, Mark - In: Abacus : a journal of accounting, finance and business … 42 (2006) 2, pp. 236-265
Persistent link: https://www.econbiz.de/10003537437
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Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón; Pesce, Gabriela; El Alabi, Emilio - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
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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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Growth to value : option exercise and the cross section of equity returns
Ai, Hengjie; Kiku, Dana - In: Journal of financial economics 107 (2013) 2, pp. 325-349
Persistent link: https://www.econbiz.de/10009719731
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Gas storage valuation under limited market liquidity : an application in Germany
Felix, Bastian; Woll, Oliver; Weber, Christoph - In: The European journal of finance 19 (2013) 7/8, pp. 715-733
Persistent link: https://www.econbiz.de/10010244737
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Real options and the cross-section of expected stock returns
Guthrie, Graeme A. - In: Journal of economic surveys 28 (2014) 2, pp. 265-283
Persistent link: https://www.econbiz.de/10011293024
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Evaluation of Real Options with Information Costs
Sahut, Jean-Michel - 2011
This paper presents a simple framework for the analysis, valuation and simulation of several real options in the presence of shadow costs of incomplete information. Information costs can be viewed as sunk costs in the spirit of Merton's (1987) model of capital market equilibrium with incomplete...
Persistent link: https://www.econbiz.de/10013130202