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Extending the real options approach by including information options

Chen, Andrew H.; Conover, James A.; Kensinger, John W. - In: Research in finance 30 (2014), pp. 53-93

Persistent link: https://www.econbiz.de/10010406337

Arbitrage violations and implied valuations : the option market

Ioffe, Ioulia D.; Prisman, Eliezer Zeev - In: The European journal of finance 19 (2013) 3/4, pp. 298-317

Persistent link: https://www.econbiz.de/10010243641

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

Effect of risk preference on the valuation of time charter contracts with extension options

Pires, Floriano - In: Maritime policy & management 46 (2019) 7, pp. 831-844

Persistent link: https://www.econbiz.de/10012210173

On the market-consistent valuation of fish farms : using the real option approach and salmon futures

Ewald, Christian-Oliver; Ouyang, Ruolan; Siu, Tak Kuen - In: American journal of agricultural economics 99 (2017) 1, pp. 207-224

Persistent link: https://www.econbiz.de/10011761182

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

Valuing seller-defaultable options

Lu, Jin-ray; Chen, Yi-chun; Hwang, Chih-chiang; Ting, … - In: The journal of futures markets 33 (2013) 2, pp. 129-157

Persistent link: https://www.econbiz.de/10009699452

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

How much should we pay for interconnecting electricity markets? : a real options approach

Cartea, Álvaro; González-Pedraz, Carlos - In: Energy economics 34 (2012) 1, pp. 14-30

Persistent link: https://www.econbiz.de/10009616358

Capacity reservation for capital-intensive technologies : an options approach

Spinler, Stefan - 2003

Persistent link: https://www.econbiz.de/10001719009

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