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Convertible debt : financing decisions and voluntary conversion under ambiguity
Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willy - In: International review of finance 15 (2015) 4, pp. 599-611
Persistent link: https://www.econbiz.de/10011498806
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Optimal capital structure and the impact of time-to-build
Agliardi, Elettra; Koussis, Nicos - In: Finance research letters 10 (2013) 3, pp. 124-130
Persistent link: https://www.econbiz.de/10010222897
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Advanced valuation methods : the real options approach
Oriani, Raffaele; Sereno, Luigi - In: The economic valuation of patents : methods and applications, (pp. 141-168). 2011
Persistent link: https://www.econbiz.de/10009380573
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Valuation of N-stage investments under jump-diffusion processes
Andergassen, Rainer; Sereno, Luigi - In: Computational economics 39 (2012) 3, pp. 289-313
Persistent link: https://www.econbiz.de/10009513147
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The valuation of N-phased investment projects under jump-diffusion processes
Andergassen, Rainer; Sereno, Luigi - 2010
In this paper we consider N-phased investment opportunities where the time evolution of the project value follows a jump-diffusion process. An explicit valuation formula is derived under two different scenarios: in the first case we consider fixed and certain investment costs and in the second...
Persistent link: https://www.econbiz.de/10011739826