A binomial contingent claims model for valuing risky ventures
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Cites work
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
- Investment and the Valuation of Firms When There is an Option to Shut Down
- Martingales and stochastic integrals in the theory of continuous trading
- Option pricing when underlying stock returns are discontinuous
- Option pricing: A simplified approach
- The pricing of options and corporate liabilities
Cited in
(12)- Valuing modularity as a real option
- An option pricing model under future revenue uncertainty
- Pricing dynamic binary variables and their derivatives
- Risk-adjusted discount rates and risk-neutral asset valuation
- Both sensitive value measure and its applications
- Flexible planning in an incomplete market
- Valuation under technological change
- A new method for valueing underwriting agreements for rights issues
- The valuation of a firm's investment opportunities: a reduced form credit risk perspective
- Real R\&D options with time-to-learn and learning-by-doing
- Valuing Risky Projects: Option Pricing Theory and Decision Analysis
- scientific article; zbMATH DE number 4057232 (Why is no real title available?)
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