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Continuous rainbow options on commodity outputs : what is the real value of switching facilities?

Dockendorf, Jörg; Paxson, Dean A. - In: The European journal of finance 19 (2013) 7/8, pp. 645-673

Persistent link: https://www.econbiz.de/10010244745

Continuous rainbow options on commodity outputs: what is the real value of switching facilities?

Dockendorf, Jörg; Paxson, Dean - In: The European Journal of Finance 19 (2013) 7-8, pp. 645-673

We develop real rainbow option models to value an operating asset with the flexibility to choose between two commodity outputs. We provide a quasi-analytical solution and a numerical lattice solution to a model with continuous switching opportunities between two commodity outputs, taking into...

Persistent link: https://www.econbiz.de/10010824366

Sequential American exchange property options

Paxson, Dean A. - In: The journal of real estate finance and economics 34 (2007) 1, pp. 135-157

Persistent link: https://www.econbiz.de/10003490493

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

Multifactor implied volatility functions for HJM models

Kuo, I.-doun; Paxson, Dean A. - In: The journal of futures markets 26 (2006) 8, pp. 809-833

Persistent link: https://www.econbiz.de/10003353665

Multi-factor competitive internet strategy evaluation : search expansion, portal synergies

Paxson, Dean A.; Melmane, Arun - In: Journal of modelling in management 4 (2009) 3, pp. 249-273

Persistent link: https://www.econbiz.de/10003920277

Deterministic models for premature and postponed replacement

Adkins, Roger; Paxson, Dean A. - In: Omega : the international journal of management science 41 (2013) 6, pp. 1008-1019

Persistent link: https://www.econbiz.de/10009734983

The effect of tax depreciation on the stochastic replacement policy

Adkins, Roger; Paxson, Dean A. - In: European journal of operational research : EJOR 229 (2013) 1, pp. 155-164

Persistent link: https://www.econbiz.de/10009757766

The Tourinho model : neglected nugget or a receding relic?

Adkins, Roger; Paxson, Dean A. - In: The European journal of finance 19 (2013) 7/8, pp. 604-624

Persistent link: https://www.econbiz.de/10010244750

Developing real option game models

Azevedo, Alcino; Paxson, Dean A. - In: European journal of operational research : EJOR 237 (2014) 3, pp. 909-920

Persistent link: https://www.econbiz.de/10010384670

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