Similar Search Results

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

A probabilistic Monte Carlo model for pricing discrete barrier and compound real options

Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: Journal of derivatives & hedge funds 20 (2014) 2, pp. 113-126

Persistent link: https://www.econbiz.de/10010462984

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

Value of options in airport expansion : example of AICM

Morgado, Frederico; Nagaralu, Sai Suresh; Macário, Rosário - 2011

uncertainty of demand into account based on historical data of relevant parameters; we use flexibility in design by incorporating …

Persistent link: https://www.econbiz.de/10011553495

Optimal investment under cost uncertainty

Detemple, Jérôme B.; Kitapbayev, Yerkin - In: Risks : open access journal 6 (2018) 1, pp. 1-19

This paper studies the valuation of real options when the cost of investment jumps at a random time. Three valuation formulas are derived. The first expresses the value of the project in terms of a collection of knockout barrier claims. The second identifies the premium relative to a project...

Persistent link: https://www.econbiz.de/10011811536

Optimal timing of investments modeled as perpetual American options in a Levy market

Adinya, Ini; Ekhaguere, G. O. S. - In: International journal of financial engineering 9 (2022) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10013188768

A real option application to investment in low sulphur maritim transport

Acciaro, Michele - In: International journal of shipping and transport … 6 (2014) 2, pp. 189-212

Persistent link: https://www.econbiz.de/10010399208

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