Model-free analysis of real option exercise probability and timing
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Optimal investment under cost uncertainty
Detemple, Jérôme B., (2018)
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A compound real option approach for determining the optimal investment path for RPV-Storage systems
Hassi, Benjamin, (2022)
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Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo, (2021)
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A real option analysis on retiring existing coal-fired electricity plants in the United States
Kang, Sang Baum, (2018)
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Kang, Sang Baum, (2016)
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The model-free equivalence condition for American spread options
Kang, Sang Baum, (2017)
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