Works matching DE "OPTION value"

Results: 237

Valuation of R&D real American sequential exchange options.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00209

By:

Lee, Jongwoo;
Jongwoo Lee;
Paxson, Dean A.

Publication type:

Article

The NBA Draft: A Put Option Analogy.

Published in:

Journal of Sports Economics, 2012, v. 13, n. 3, p. 223, doi. 10.1177/1527002511406128

By:

Arel, Barbara;
Tomas, Michael J.

Publication type:

Article

Bond Price Dynamics and Options.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 517, doi. 10.2307/2330945

By:

Ball, Clifford A.;
Torous, Walter N.

Publication type:

Article

Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 345, doi. 10.2307/2330725

By:

Sterk, William E.

Publication type:

Article

Instant Option Valuation.

Published in:

Financial Analysts Journal, 1977, v. 33, n. 3, p. 62, doi. 10.2469/faj.v33.n3.62

By:

Dimson, Elroy

Publication type:

Article

An Index of Listed Option Premiums.

Published in:

Financial Analysts Journal, 1977, v. 33, n. 3, p. 70, doi. 10.2469/faj.v33.n3.70

By:

Gastineau, Gary L.

Publication type:

Article

The Option Value of Delay in Health Technology Assessment.

Published in:

Medical Decision Making, 2008, v. 28, n. 3, p. 300, doi. 10.1177/0272989X07312477

By:

Eckermann, Simon;
Willan, Andrew R.

Publication type:

Article

The Case for Subsidizing the Arts.

Published in:

1995

By:

Baumol, William

Publication type:

Interview

Can real option values explain apparent storage at a loss?

Published in:

Applied Economics, 2012, v. 44, n. 16, p. 2081, doi. 10.1080/00036846.2011.558483

By:

Kim, Hyun Seok;
Brorsen, B.Wade

Publication type:

Article

The Effect of Expected Value on Attraction Effect Preference Reversals.

Published in:

Journal of Behavioral Decision Making, 2017, v. 30, n. 4, p. 785, doi. 10.1002/bdm.2001

By:

Farmer, George D.;
Warren, Paul A.;
El‐Deredy, Wael;
Howes, Andrew

Publication type:

Article

Choice, Rating, and Ranking: Framing Effects with Different Response Modes.

Published in:

Journal of Behavioral Decision Making, 2013, v. 26, n. 2, p. 109, doi. 10.1002/bdm.764

By:

Kühberger, Anton;
Gradl, Patricia

Publication type:

Article

Dynamic Lobbying Conflicts.

Published in:

Economics of Governance, 2007, v. 8, n. 3, p. 263, doi. 10.1007/s10101-006-0019-7

By:

Polborn, Mattias;
Sahakyan, Zaruhi

Publication type:

Article

CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS.

Published in:

Mathematical Finance, 2006, v. 16, n. 1, p. 63, doi. 10.1111/j.1467-9965.2006.00261.x

By:

Min Dai;
Yue Kuen Kwok

Publication type:

Article

LAGUERRE SERIES FOR ASIAN AND OTHER OPTIONS.

Published in:

Mathematical Finance, 2000, v. 10, n. 4, p. 407, doi. 10.1111/1467-9965.00101

By:

Dufresne, Daniel

Publication type:

Article

A NOTE ON HEDGING IN ARCH AND STOCHASTIC VOLATILITY OPTION PRICING MODELS.

Published in:

Mathematical Finance, 1998, v. 8, n. 2, p. 153, doi. 10.1111/1467-9965.00049

By:

Garcia, Rene;
Renault, Eric

Publication type:

Article

ROBUSTNESS OF THE BLACK AND SCHOLES FORMULA.

Published in:

Mathematical Finance, 1998, v. 8, n. 2, p. 93, doi. 10.1111/1467-9965.00047

By:

Karoui, Nicole El;
Jeanblanc-Picque, Monique

Publication type:

Article

CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS.

Published in:

Mathematical Finance, 1994, v. 4, n. 4, p. 289, doi. 10.1111/j.1467-9965.1994.tb00059.x

By:

Amin, Kaushik;
Khanna, Ajay

Publication type:

Article

OPTION PRICING FOR JUMP DIFFUSIONS: APPROXIMATIONS AND THEIR INTERPRETATION.

Published in:

Mathematical Finance, 1993, v. 3, n. 2, p. 191, doi. 10.1111/j.1467-9965.1993.tb00087.x

By:

Mercurio, Fabio;
Runggaldier, Wolfgang J.

Publication type:

Article

MANAGING UNCERTAINTY DURING R&D PROJECTS: A CASE STUDY.

Published in:

Research Technology Management, 2011, v. 54, n. 2, p. 37, doi. 10.5437/08953608X5402001

By:

Wouters, Marc;
Roorda, Berend;
Gal, Ruud

Publication type:

Article

Range Options: Option Values without Simulation.

Published in:: Research Technology Management, 2009, v. 52, n. 5, p. 39
Publication type:: Article

Assessing Technology Projects Using Real Options Reasoning.

Published in:

Research Technology Management, 2000, v. 43, n. 4, p. 35, doi. 10.1080/08956308.2000.11671367

By:

McGrath, Rita Gunther

Publication type:

Article

Capturing the Option Value of R&D.

Published in:

Research Technology Management, 2000, v. 43, n. 4, p. 31, doi. 10.1080/08956308.2000.11671366

By:

Angelis, Diana I.

Publication type:

Article

Making The Most Out of Programme Evaluations and Social Experiments: Accounting For Heterogeneity in Programme Impacts.

Published in:

Review of Economic Studies, 1997, v. 64, n. 4, p. 487, doi. 10.2307/2971729

By:

Heckman, James J.;
Smith, Jeffrey

Publication type:

Article

The option value of patent litigation: Theory and evidence

Published in:

Review of Financial Economics, 2005, v. 14, n. 3/4, p. 323, doi. 10.1016/j.rfe.2004.09.003

By:

Marco, Alan C.

Publication type:

Article

Assessing the welfare change from a pension reform.

Published in:

International Tax & Public Finance, 2011, v. 18, n. 6, p. 634, doi. 10.1007/s10797-011-9178-8

By:

Karlström, Anders;
Palme, Mårten;
Svensson, Ingemar

Publication type:

Article

PARABOLIC ADI METHODS FOR PRICING AMERICAN OPTIONS ON TWO STOCKS.

Published in:

Mathematics of Operations Research, 2002, v. 27, n. 1, p. 121, doi. 10.1287/moor.27.1.121.341

By:

Villeneuve, Stephane;
Zanette, Antonino

Publication type:

Article

Staged Venture Capital Investment considering Unexpected Major Events.

Published in:

Discrete Dynamics in Nature & Society, 2017, p. 1, doi. 10.1155/2017/9427285

By:

Zhang, Yindong;
Xiang, Kaili;
Ding, Chuan;
Chen, Tao

Publication type:

Article

Option Value of Public Transport: Methodology for Measurement and Case Study for Regional Rail Links in the Netherlands.

Published in:

Transport Reviews, 2006, v. 26, n. 5, p. 613, doi. 10.1080/01441640600655763

By:

Geurs, Karst;
Haaijer, Rinus;
Van Wee, Bert

Publication type:

Article

Risk and Precautionary Approaches to Climate Change: Conceptual and Empirical Lessons from the Insurance Industry.

Published in:

Journal of Management Policy & Practice, 2012, v. 13, n. 4, p. 88

By:

Welle, Patrick G.

Publication type:

Article

Covariate Catastrophic Risk Management in the Developing World: Discussion.

Published in:

American Journal of Agricultural Economics, 2011, v. 93, n. 2, p. 512, doi. 10.1093/ajae/aaq134

By:

Barrett, Christopher B.

Publication type:

Article

A Dynamic Option Value for Institutional Change: Marketable Property Rights in the Sahel.

Published in:

American Journal of Agricultural Economics, 1999, v. 81, n. 2, p. 467, doi. 10.2307/1244595

By:

Zimmerman, Frederic J.;
Carter, Michael R.

Publication type:

Article

The choice of a welfare measure under uncertainty.

Published in:

American Journal of Agricultural Economics, 1993, v. 75, n. 4, p. 896, doi. 10.2307/1243977

By:

Ready, Richard C.

Publication type:

Article

The Design of Reform Packages under Uncertainty.

Published in:

American Economic Review, 1995, v. 85, n. 5, p. 1207

By:

Dewatripont, Mathias;
Roland, Gérard

Publication type:

Article

Nominal Contracts in a Bimetallic Standard.

Published in:

American Economic Review, 1986, v. 76, n. 5, p. 1012

By:

Garber, Peter M.

Publication type:

Article

RESOURCE ALLOCATION WITH PROBABILISTIC INDIVIDUAL PREFERENCES.

Published in:

American Economic Review, 1969, v. 59, n. 2, p. 546

By:

Zeckhauser, Richard

Publication type:

Article

Options Can Be Valued.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 50

By:

KING, ALFRED M.;
PARRISH, SUMMER

Publication type:

Article

The Black and Scholes Model.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 53

By:

RUBASH, KEVIN R.

Publication type:

Article

Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy.

Published in:

Review of Quantitative Finance & Accounting, 2008, v. 31, n. 1, p. 1, doi. 10.1007/s11156-007-0057-4

By:

Ostaszewski, Adam;
Gietzmann, Miles

Publication type:

Article

How Much Trouble is Early Foul Trouble? Strategically Idling Resources in the NBA.

Published in:

International Journal of Sport Finance, 2012, v. 7, n. 4, p. 324

By:

Maymin, Allan;
Maymin, Philip;
Shen, Eugene

Publication type:

Article

Real options with synergies: static versus dynamic policies.

Published in:

Journal of the Operational Research Society, 2012, v. 63, n. 1, p. 107, doi. 10.1057/jors.2011.5

By:

Nishihara, M.

Publication type:

Article

A graphical method for valuing switching options.

Published in:

Journal of the Operational Research Society, 2010, v. 61, n. 11, p. 1596, doi. 10.1057/jors.2009.128

By:

Cobb, B. R.;
Charnes, J. M.

Publication type:

Article

A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters.

Published in:

Computational Economics, 2016, v. 48, n. 1, p. 131, doi. 10.1007/s10614-015-9506-7

By:

Farnoosh, Rahman;
Rezazadeh, Hamidreza;
Sobhani, Amirhossein;
Beheshti, M.

Publication type:

Article

Another way to understand the real options value for engineers.

Published in:

International Journal of Advanced Manufacturing Technology, 2014, v. 70, n. 5-8, p. 1283, doi. 10.1007/s00170-013-5322-1

By:

Kim, Gyutai;
Kim, Yoonbai;
Kang, Jangha

Publication type:

Article

The Option Value of Returns: Theory and Empirical Evidence.

Published in:

Marketing Science, 2009, v. 28, n. 3, p. 405, doi. 10.1287/mksc.1080.0430

By:

Anderson, Eric T.;
Hansen, Karsten;
Simester, Duncan

Publication type:

Article

Risk-Neutral Models for Emission Allowance Prices and Option Valuation.

Published in:

Management Science, 2011, v. 57, n. 8, p. 1453, doi. 10.1287/mnsc.1110.1358

By:

Carmona, René;
Hinz, Juri

Publication type:

Article

Optimal Project Rejection and New Firm Start-ups.

Published in:

Management Science, 2006, v. 52, n. 2, p. 262, doi. 10.1287/mnsc.1050.0458

By:

Cassiman, Bruno;
Ueda, Masako

Publication type:

Article

Project Assignment Rights and Incentives for Eliciting Ideas.

Published in:

Management Science, 2002, v. 48, n. 7, p. 886, doi. 10.1287/mnsc.48.7.886.2822

By:

Arya, Anil;
Glover, Jonathan;
Routledge, Bryan R.

Publication type:

Article

Rational Shopping Behavior and the Option Value of Variable Pricing.

Published in:

Management Science, 1998, v. 44, n. 12, p. S145, doi. 10.1287/mnsc.44.12.S145

By:

Teck-Hua Ho;
Tang, Christopher S.;
Bell, David R.

Publication type:

Article

Valuing Risky Projects: Option Pricing Theory and Decision Analysis.

Published in:

Management Science, 1995, v. 41, n. 5, p. 795, doi. 10.1287/mnsc.41.5.795

By:

Smith, James E.;
Nau, Robert F.

Publication type:

Article

LIMITED LIABILITIES OPTION VALUATION MODEL.

Published in:: Acta Economica, 2012, v. 10, n. 17, p. 45
Publication type:: Article