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Mackie-Mason, J.K.; Varian, H.R. - Økonomisk institutt, Universitetet i Oslo - 1993

Persistent link: https://www.econbiz.de/10005771239

Application of the American Real Flexible Switch Options Methodology A Generalized Approach

Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 58 (2008) 05-06, pp. 261-275

The paper deals with the inclusion of flexibility in financial decision-making under risk. It describes the application of the real options methodology with the possibility of sequential multinomial decision-making. The basic intention is to describe and apply a generalized approach and...

Persistent link: https://www.econbiz.de/10005067734

Invest Today or… Tomorrow? A Real Option Approach to Strategic Development in the French DSL Market

BENZONI, Laurent; GRESSER, Nicolas; VUONG, Cuong Hung - In: Communications & Strategies 1 (2008) 70, pp. 89-100

This paper presents a descriptive case study of the new entrants' strategies on the French DSL market, applying the theoretical framework of real options. It is shown that two main strategies have been built around different analyses of the fixed incumbent operator's wholesale offer. The first...

Persistent link: https://www.econbiz.de/10008511702

Rational under-pricing in bidding strategy: a real options model

Yiu, C. Y.; Tam, C. S. - In: Construction Management and Economics 24 (2006) 5, pp. 475-484

Under-pricing in construction tenders is a common phenomenon and is commonly explained by the need of cash flows and …-term persistent phenomenon of under-pricing. A real options model is proposed and using the binomial lattice method a real …

Persistent link: https://www.econbiz.de/10005141079

Pricing and hedging wholesale energy structured products: a comparison of numerical methods for VPP

Fanone, Enzo - In: International Journal of Financial Markets and Derivatives 1 (2010) 2, pp. 175-195

The paper deals with the interesting topic of pricing energy structurated products which are traded in OTC market. The …

Persistent link: https://www.econbiz.de/10008755231

Timing of lumpy investment, pricing and technical progress

Brusco, Sandro; Tarola, Ornella; Trento, Sandro - In: Bulletin of economic research 68 (2016) 1, pp. 16-33

Persistent link: https://www.econbiz.de/10011427602

Strategies for Managing Bank’s Legacy Assets:part 2 (of 2) Assessment of strategies and their implementation

Jenk, Justin - Volkswirtschaftliche Fakultät, … - 2015

This two-part working paper series represents a distillation of practical approaches with regard to the successful management of so-called “legacy assets” which include both impaired as well as non-performing loans, particularly in those in the real estate and property sectors. This two-part...

Persistent link: https://www.econbiz.de/10011265335

Choice of O2O food delivery mode : self-built platform or third-party platform? Self-delivery or third-party delivery?

Du, Zhong; Fan, Zhi-Ping; Gao, Guang-Xin - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2206-2219

Persistent link: https://www.econbiz.de/10014313949

Statistics of Risk Aversion

Giacomini, Enzo; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

by the pricing kernel (PK). In this paper we investigate pricing kernels from DAX and ODAX data in a time varying … approach and consider their term structure. In order to approximate and analyse the complex dynamic structure from pricing … investors preferences is investigated through sensitivity analysis with respect to the basis functions. In the sequel pricing …

Persistent link: https://www.econbiz.de/10005861030

From Animal Baits to Investors´ Preference: Estimating and Demixingof the Weight Function in Semiparametric Models for Biased Samples

Ritov, Ya’acov; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

We consider two semiparametric models for the weight function in a biased sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of...

Persistent link: https://www.econbiz.de/10005861031