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Estimating volatility and dividend yield when valuing real options to invest or abandan
Davis, Graham A. - In: The quarterly review of economics and finance : journal … 38 (1998) Special issue, pp. 725-754
Persistent link: https://www.econbiz.de/10001473133
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Multiple state property options
Paxson, Dean A. - In: The journal of real estate finance and economics 30 (2005) 4, pp. 341-368
Persistent link: https://www.econbiz.de/10002893417
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Die Wirkung von Wechselkursvolatilitäten auf das Investitionsverhalten : eine theoretische und empirische Analyse aus der Perspektive der Realoptionstheorie
Werner, Thomas - In: Kredit und Kapital 34 (2001) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001580216
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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
Persistent link: https://www.econbiz.de/10011392906
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Valuating new product development project with a stochastic volatility model
Hu, Chengru; Jun, Chulhee; Foley, Maggie - In: Journal of mathematical finance 6 (2016) 5, pp. 975-1001
Persistent link: https://www.econbiz.de/10011658165
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A review of real options approaches : applying models to value a medical device project
Barton, Kelsey; Lawryshyn, Yuri - In: International journal of business innovation and research 11 (2016) 1, pp. 110-132
Persistent link: https://www.econbiz.de/10011667629
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Optimal timing for the sale of an indivisible asset with jumps : a numerical approach
Alhashel, Bader - In: The journal of applied business research 31 (2015) 1, pp. 255-264
Persistent link: https://www.econbiz.de/10010503434
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Asset pricing in incomplete markets : valuing gas storage capacity
Zhao, Lin; Wijnbergen, Sweder van - 2015
We investigate the relationship between the gas spot market and the price of gas storage capacity. Contrary to the common belief, the auction prices for gas storage are mostly affected by the volatility of current market prices rather than by the winter-summer price differences. This paper...
Persistent link: https://www.econbiz.de/10011333083
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Decision making in incomplete markets with ambiguity : a case study of a gas field acquisition
Zhao, Lin; Wijnbergen, Sweder van - 2014
We apply utility indifference pricing to solve a contingent claim problem, valuing a connected pair of gas fields where the underlying process is not standard Geometric Brownian motion and the assumption of complete markets is not fulfilled. First, empirical data are often characterized by...
Persistent link: https://www.econbiz.de/10010465169