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Sequential capital investment decision making under extreme cash flow situations : evidence using Monte Carlo simulation

Zhang, Wenqing; Padmanabhan, Prasad; Huang, Chia-Hsing - In: Journal of business economics and management 16 (2015) 5, pp. 877-900

Persistent link: https://www.econbiz.de/10011386652

The value of switching production options in a flexible biorefinery

Hossiso, Kassu Wamisho; Ripplinger, David - In: Agricultural and resource economics review : ARER 46 (2017) 1, pp. 146-173

Persistent link: https://www.econbiz.de/10011734501

The modified binomial options pricing model and the revised replicating portfolio approach with the concept of sustainability options

Lin, Tyrone T.; Yen, Hui-Tzu; Hsu, Shu-Yen - In: International journal of financial engineering 7 (2020) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10012602947

An option to cheat : an application of option theory to realize flipping in underpricing

Stojkovic, Jovan - 2013

The paper proposes a novel direction to rationalize and quantify investors' flipping behavior and its effect on underpricing in IPOs through the use of a structural approach mode. The outcome is a proxy value that replicates investors' flipping behavior. When tested empirically, the model...

Persistent link: https://www.econbiz.de/10010258983

The impact of price floors on farmland investments : a real options based experimental analysis

Maart-Noelck, Syster C.; Mußhoff, Oliver; Maack, Moritz - In: Applied economics 45 (2013) 34/36, pp. 4872-4882

Persistent link: https://www.econbiz.de/10010226093

Real options with priced regime-switching risk

Driffill, John; Kenç, Turalay; Sola, Martin - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-30

Persistent link: https://www.econbiz.de/10009784006

Alternative Monte Carlo simulation models and the growth option with jumps

Alonso Bonis, Susana; Azofra Palenzuela, Valentín; … - In: Investment management and financial innovations 10 (2013) 3, pp. 19-29

Persistent link: https://www.econbiz.de/10010201517

Real options at the interface of finance and operations : exploiting embedded supply-chain real options to gain competitiveness

Avanzi, Benjamin; Bicer, Isik; De Treville, Suzanne; … - In: The European journal of finance 19 (2013) 7/8, pp. 760-778

Persistent link: https://www.econbiz.de/10010244731

Real option pricing with mean-reverting investment and project value

Jaimungal, Sebastian; Souza, Max O. de; Zubelli, Jorge P. - In: The European journal of finance 19 (2013) 7/8, pp. 625-644

Persistent link: https://www.econbiz.de/10010244747

Revisiting the Tourinho real options model : outstanding issues 30 years later

Tourinho, Octávio Augusto Fontes - In: The European journal of finance 19 (2013) 7/8, pp. 591-603

Persistent link: https://www.econbiz.de/10010244752