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Impact : what influences finance research?

Arnold, Tom; Butler, Alexander W.; Crack, Timothy Falcon; … - In: The journal of business : B 76 (2003) 2, pp. 343-361

Persistent link: https://www.econbiz.de/10001776356

Inferring risk-averse probability distributions from option prices using implied binomial trees

Arnold, Tom; Crack, Timothy Falcon; Schwartz, Adam - In: Financial econometrics modeling : derivatives pricing, …, (pp. 35-52). 2011

Persistent link: https://www.econbiz.de/10008988015

Valuing real options using implied binomial trees and commodity futures options

Arnold, Tom; Crack, Timothy Falcon; Schwartz, Adam - In: The journal of futures markets 27 (2007) 3, pp. 203-226

Persistent link: https://www.econbiz.de/10003493036

The information content of short interest : a natural experiment

Arnold, Tom; Butler, Alexander W.; Crack, Timothy Falcon; … - In: The journal of business : B 78 (2005) 4, pp. 1307-1336

Persistent link: https://www.econbiz.de/10003172653

Implied binomial trees in Excel without VBA

Arnold, Tom; Crack, Timothy Falcon; Schwartz, Adam - In: Journal of financial education 32 (2006) 3, pp. 37-54

Persistent link: https://www.econbiz.de/10003961888

Introducing a Real Option Framework for EVA/MVA Analysis

Arnold, Tom - 2020

For the first time, a framework is introduced that allows for a real options analysis to be performed in an EVA/MVA-embedded binomial tree. This framework enhances traditional EVA/MVA analysis so that it can capture the additional value generated through strategic decision making during a...

Persistent link: https://www.econbiz.de/10012824655

Introducing a real option framework for EVA/MVA analysis

Arnold, Tom; Crack, Timothy Falcon; Marshall, Cassandra D. - In: The engineering economist : a journal devoted to the … 68 (2023) 4, pp. 190-210

Persistent link: https://www.econbiz.de/10014576794

Embedding a net present value analysis into a binomial tree with a real option analysis

Arnold, Tom; Crack, Timothy Falcon; Schwartz, Adam - In: Managerial and decision economics : MDE ; the … 43 (2022) 7, pp. 2924-2934

Persistent link: https://www.econbiz.de/10013466796

Implied binomial trees in Excel without VBA

Arnold, Tom; Crack, Timothy Falcon; Schwartz, Adam - In: Journal of financial education 32 (2006) 3, pp. 37-54

Persistent link: https://www.econbiz.de/10009884142

Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees : Additional Theory and Extensions

Arnold, Tom - 2009

Arnold, Crack and Schwartz (ACS) (2010) generalize the Rubinstein (1994) risk-neutral implied binomial tree (R-IBT) model by introducing a risk premium. Their new risk-averse implied binomial tree model (RA-IBT) has both probabilistic and pricing applications. They use the RA-IBT model to...

Persistent link: https://www.econbiz.de/10013159307