A binomial contingent claims model for valuing risky ventures
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Publication:803013
DOI10.1016/0377-2217(91)90096-EzbMATH Open0726.90010OpenAlexW2080135146MaRDI QIDQ803013FDOQ803013
Authors: Peter Ritchken, Bardia Kamrad 
Publication date: 1991
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(91)90096-e
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Cites Work
- The pricing of options and corporate liabilities
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- Option pricing when underlying stock returns are discontinuous
- Martingales and stochastic integrals in the theory of continuous trading
- Option pricing: A simplified approach
- Investment and the Valuation of Firms When There is an Option to Shut Down
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- A new method for valueing underwriting agreements for rights issues
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- Risk-adjusted discount rates and risk-neutral asset valuation
- Valuing Risky Projects: Option Pricing Theory and Decision Analysis
- Flexible planning in an incomplete market
- An option pricing model under future revenue uncertainty
- Valuing modularity as a real option
- The valuation of a firm's investment opportunities: a reduced form credit risk perspective
- Valuation under technological change
- Both sensitive value measure and its applications
- Real R\&D options with time-to-learn and learning-by-doing
- Pricing dynamic binary variables and their derivatives
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