Real (investment) options with multiple sources of rare events
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Publication:5953352
Recommendations
- scientific article; zbMATH DE number 5172408
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Cites work
- scientific article; zbMATH DE number 176006 (Why is no real title available?)
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- An Intertemporal Capital Asset Pricing Model
- Approximations for functionals and optimal control problems on jump diffusion processes
- Evaluating leases with complex operating options
- Martingales of Wiener and Poisson Processes
- Numerical Methods for Stochastic Control Problems in Continuous Time
- Optimal Discounted Stochastic Control for Diffusion Processes
- Option pricing when underlying stock returns are discontinuous
- Option pricing: A simplified approach
- Probability methods for approximations in stochastic control and for elliptic equations
- Reliability (and Fault Tree) Analysis Using Expert Opinions
- The option value of advanced R\&D
- The pricing of options and corporate liabilities
Cited in
(21)- Evaluating pharmaceutical R\&D under technical and economic uncertainty
- Operational asset replacement strategy: a real options approach
- Discussions on the determinants of R\&D value based upon real options
- Revisiting corporate growth options in the presence of state-dependent cashflow risk
- scientific article; zbMATH DE number 5172408 (Why is no real title available?)
- Equilibrium approach of asset pricing under Lévy process
- A stochastic model with interacting managerial operating options and debt rescheduling
- Valuation of N-stage investments under jump-diffusion processes
- A path-dependent contingent-claims approach to capacity investments
- Real options valuation of forest plantation investments in Brazil
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
- Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model
- Venture capital, staged financing and optimal funding policies under uncertainty
- Analytical solution for an investment problem under uncertainties with shocks
- A real options game of alliance timing decisions in biopharmaceutical research and development
- Valuing the flexibility of investing in security process innovations
- Investment decisions in finite-lived monopolies
- Earnouts in mergers and acquisitions: a game-theoretic option pricing approach
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching
- Real options with random controls and the value of learning
- On the estimation of regime-switching Lévy models
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