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Investigating the information content of the model-free volatility expectation by Monte Carlo methods

Zhang, Yuanyuan; Taylor, Stephen; Wang, Lili - In: The journal of futures markets 33 (2013) 11, pp. 1071-1095

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Defining the Black and Scholes approach : a first systematic literature review

Del Giudice, Manlio; Evangelista, Federica; Palmaccio, … - In: Journal of innovation and entrepreneurship : JIE 5 (2016) 5, pp. 1-13

Purpose: The aim of the paper is to investigate the Black and Scholes model by providing an updated framework of the international literature on the topic, within the field of real option. The purpose of the research is to identify the relevant literature between 1999 and 2015, together with the...

Persistent link: https://www.econbiz.de/10011436026

Evaluation of the economic effectiveness of investments in commercial real estate using the switch option

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Floating offshore wind and the real options to relocate

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Pricing the exotic: path-dependent american options with stochastic barriers

Rojas-Bernal, Alejandro; Villamizar-Villegas, Mauricio; … - 2021

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Sequential capital investment decision making under extreme cash flow situations : evidence using Monte Carlo simulation

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Real options under a double exponential jump-diffusion model with regime switching and partial information

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Real option pricing with mean-reverting investment and project value

Jaimungal, Sebastian; Souza, Max O. de; Zubelli, Jorge P. - In: The European journal of finance 19 (2013) 7/8, pp. 625-644

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A parameter based approach to single factor stochastic process selection for real options applications

Bastian-Pinto, Carlos de Lamare; Brandão, Luiz Eduardo … - In: The European journal of finance 27 (2021) 15, pp. 1533-1552

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