Real Options and Risk Dynamics
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Recommendations
- Real options with priced regime-switching risk
- Real options with constant relative risk aversion
- Real options, ambiguity, risk and insurance
- Model risk in real option valuation
- Portfolios of real options
- Optimal risk adoption: a real options approach
- Realized volatility forecasting and option pricing
- Structural estimation of real options models
- Real option analysis -- decision making in volatile environment
- scientific article; zbMATH DE number 5172408
Cited in
(19)- Optimal risk adoption: a real options approach
- Value and risk dynamics over the innovation cycle
- Riskiness, endogenous productivity dispersion and business cycles
- Revisiting corporate growth options in the presence of state-dependent cashflow risk
- To expand and to abandon: real options under asset variance risk premium
- Model risk in real option valuation
- Structural estimation of real options models
- A real option approach for investment opportunity valuation
- scientific article; zbMATH DE number 1642359 (Why is no real title available?)
- Real options, ambiguity, risk and insurance
- Real options with priced regime-switching risk
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
- Realized volatility forecasting and option pricing
- Operating leverage
- scientific article; zbMATH DE number 7234241 (Why is no real title available?)
- Strategic real options with stochastic volatility in a duopoly model
- scientific article; zbMATH DE number 5172408 (Why is no real title available?)
- The worst case for real options
- Risk, uncertainty, and option exercise
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