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Modeling and valuation of energy structures : analylsis., econometrics, and numerics

Mahoney, Daniel - 2016

Persistent link: https://www.econbiz.de/10011399615

Real options and American derivatives : the double continuation region

Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1094-1107

Persistent link: https://www.econbiz.de/10011284877

Valuing convertible bonds and the option to exchange bonds for stock

Finnerty, John D. - In: The journal of corporate finance : contracting, … 31 (2015), pp. 91-115

Persistent link: https://www.econbiz.de/10011290007

Analytical valuation of autocallable notes

Guillaume, Tristan - In: International journal of financial engineering 2 (2015) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10011333447

Valuation of a troubled firm : a case study on Jet Airways

Kalsie, Anjala - In: Manthan : journal of commerce and management 1 (2014) 2, pp. 110-131

Persistent link: https://www.econbiz.de/10011348610

Segilola gold mine valuation using Monte Carlo simulation approach

Ugwuegbu, Chima C. - In: Mineral economics : raw materials report 26 (2013) 1/2, pp. 39-46

Persistent link: https://www.econbiz.de/10010347551

Modifying the Black-Scholes-Merton model to calculate the cost of employee stock options

Finnerty, John D. - In: Managerial finance 40 (2014) 1, pp. 2-32

Persistent link: https://www.econbiz.de/10010252122

Utility based pricing and hedging of jump diffusion processes with a view to applications

Zahn, Jochen Wolfgang - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-22

Persistent link: https://www.econbiz.de/10009685882

The valuation of iIlliquid assets : a focus on private equity and real estate

Gibson, Rajna; Hoesli, Martin; Shan, Jiajun - 2022

and real estate. We discuss the traditional valuation methods, in particular the net present value (NPV) rule, and show in … what circumstances these can lead to suboptimal investment decisions. Emphasis is placed on a real option valuation … bound in a competitive market and the real option exercise criteria and valuation models as providing the upper bound to …

Persistent link: https://www.econbiz.de/10013168778

Optimal exercise of American put options near maturity : a new economic perspective

Battauz, Anna; De Donno, Marzia; Gajda, Janusz; Sbuelz, … - In: Review of derivatives research 25 (2022) 1, pp. 23-46

Persistent link: https://www.econbiz.de/10013191376