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Investment options with debt-financing constraints

Koussis, Nicos; Martzoukos, Spiros A. - In: The European journal of finance 18 (2012) 7/8, pp. 619-637

Persistent link: https://www.econbiz.de/10009666541

Real options and American derivatives : the double continuation region

Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1094-1107

Persistent link: https://www.econbiz.de/10011284877

Real options and American derivatives : the double continuation region

Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - 2013 - This version: July, 2013

Persistent link: https://www.econbiz.de/10011817721

The Derivation of R&D Return Indicators within a Real Options Framework

Worner, Stefan D.; Grupp, Hariolf - 2015

The purpose of this paper is to rework the building blocks of real option applications and to introduce a basket option framework. We find that the characteristic parameters of the risk neutral density function implied in observed share prices within the real option framework represent a novel...

Persistent link: https://www.econbiz.de/10014030862

Valuing seller-defaultable options

Lu, Jin-ray; Chen, Yi-chun; Hwang, Chih-chiang; Ting, … - In: The journal of futures markets 33 (2013) 2, pp. 129-157

Persistent link: https://www.econbiz.de/10009699452

Extending the real options approach by including information options

Chen, Andrew H.; Conover, James A.; Kensinger, John W. - In: Research in finance 30 (2014), pp. 53-93

Persistent link: https://www.econbiz.de/10010406337

The option to expand a project : its assessment with the binomial options pricing model

Cruz Rambaud, Salvador; Sánchez Pérez, Ana María - In: Operations research perspectives 4 (2017), pp. 12-20

operational flexibility of the project. In this paper, real options, and more specifically the option to expand, are assumed to be …

Persistent link: https://www.econbiz.de/10011822838

Early exercise boundaries for American-style knock-out options

Nunes, Joaõ Pedro Vidal; Ruas, João Pedro; Dias, … - In: European journal of operational research : EJOR 285 (2020) 2, pp. 753-766

Persistent link: https://www.econbiz.de/10012239665

A comment on the relationship between operating leverage and financial leverage

Glover, Kristoffer - In: Finance research letters 67 (2024) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10015061504

Computation of Greeks using binomial trees in a jump-diffusion model

Suda, Shintaro; Muroi, Yoshifumi - In: Journal of economic dynamics & control 51 (2015), pp. 93-110

Persistent link: https://www.econbiz.de/10011474273