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Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - 2009

The mainstream model of option pricing is based on an exogenously given process of price movements. The implication of this assumption is that price movements are not affected by actions of market participants. However, if we assume that there are indeed impacts on the price movements it no...

Persistent link: https://www.econbiz.de/10010301361

Valuing retail lease options through time : volatility spread between different types of retailers

Vimpari, Jussi; Junnila, Seppo - In: Journal of property investment & finance 35 (2017) 4, pp. 369-381

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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

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A real options approach to distressed property Borrower-Lender reconciliation

Moore, David J.; Ikromov, Nuriddin - In: Journal of mathematical finance 5 (2015) 1, pp. 73-81

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The project valuation with abandonment and reset investment proportion applying real option method

Hsiao, Yi-Long; Chen, Li-Ling - In: Journal of mathematical finance 4 (2014) 5, pp. 309-317

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A general approach to real option valuation with applications to real estate investments

Alexander, Carol; Chen, Xi - 2012

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A theory of directional pricing and its application to electricity policy

Maeda, Akira; Nagaya, Makiko - In: International journal of economics and business research 7 (2014) 1, pp. 1-16

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Valuation of the option of abandoning ISO 9001 certification : an empirical study in Spain

Sansalvador, Manuel E.; Brotons, José M. - In: Total quality management & business excellence : an … 26 (2015) 11/12, pp. 1255-1268

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The real option value of mining operations using mean-reverting commodity prices

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Is the growth potential of stock prices underestimated? : a real option approach

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