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A probabilistic Monte Carlo model for pricing discrete barrier and compound real options

Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: Journal of derivatives & hedge funds 20 (2014) 2, pp. 113-126

Persistent link: https://www.econbiz.de/10010462984

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

Real options and American derivatives : the double continuation region

Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - 2013 - This version: July, 2013

Persistent link: https://www.econbiz.de/10011817721

How does statutory redemption affect a buyer's decision at the foreclosure sale?

Jou, Jyh-Bang; Lee, Tan - In: International review of economics & finance : IREF 45 (2016), pp. 263-272

Persistent link: https://www.econbiz.de/10011626362

A real options perspective on R&D portfolio diversification

Bekkum, Sjoerd van; Pennings, Enrico; Smit, Han T. J. - 2008

This paper shows that the presence of conditional staging in R&D (Research & Development) has a critical impact on portfolio risk, and changes diversification arguments when a portfolio is constructed. When R&D projects exhibit option-like characteristics, correlation between projects plays a...

Persistent link: https://www.econbiz.de/10011373815

Merchant commodity storage practice revisited

Secomandi, Nicola - In: Operations research 63 (2015) 5, pp. 1131-1143

Persistent link: https://www.econbiz.de/10011397812

The value of switching inputs in a biodiesel production plant

Brandão, Luiz Eduardo Teixeira; Penedo, Gilberto Master; … - In: The European journal of finance 19 (2013) 7/8, pp. 674-688

Persistent link: https://www.econbiz.de/10010244742

Alternative Monte Carlo simulation models and the growth option with jumps

Alonso Bonis, Susana; Azofra Palenzuela, Valentín; … - In: Investment management and financial innovations 10 (2013) 3, pp. 19-29

Persistent link: https://www.econbiz.de/10010201517

Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal

Samis, Michael; Davis, Graham A. - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 264-281

Persistent link: https://www.econbiz.de/10010476913

Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach

Samanez, Carlos P.; Ferreira, Léo da R.; Nascimento, … - In: Applied economics 46 (2014) 13/15, pp. 1565-1581

Persistent link: https://www.econbiz.de/10010412451

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