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Commercial office space : testing the implications of real options models with competitive interactions

Schwartz, Eduardo S.; Torous, Walter N. - In: Real estate economics : journal of the American Real … 35 (2007) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10003487055

Valuing the defeasance option in securitized commercial mortgages

Dierker, Martin Johannes; Quan, Daniel C.; Torous, Walter N. - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 663-680

Persistent link: https://www.econbiz.de/10003381313

Financial markets and corporate finance : selected papers

Brennan, Michael J. - 1999

Persistent link: https://www.econbiz.de/10013550489

An empirical investigation of the EOE gold options market

Ball, Clifford A.; Torous, Walter N.; Tschoegl, Adrian E. - In: Journal of banking & finance 9 (1985) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10001863128

Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis

Brennan, Michael J.; Schwartz, Eduardo S. - In: Real options and investment under uncertainty : …, (pp. 559-570). 2004

Persistent link: https://www.econbiz.de/10002362631

Project flexibility, agency, and competition : new developments in the theory and application of real options

Brennan, Michael J. (contributor) - 2000

Persistent link: https://www.econbiz.de/10004595338

Option Payoffs, Disagreement and Returns

Brennan, Michael J.; Zhang, Yuzhao - 2022

We develop a measure of investor disagreement about the probability distribution of future returns on the market portfolio. The measure, which depends on the distribution across strike prices of open interest in index options, is derived by inverting the optimal portfolio decision of an investor...

Persistent link: https://www.econbiz.de/10013306181