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• Mikael Collan

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 4328.

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Date of creation: Nov 2004
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Handle: RePEc:pra:mprapa:4328

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Related research

Keywords: Real Options; Fuzzy Real Option Valuation; Giga-Investments; Very Large Industrial Real Investments; Dissertation;

Find related papers by JEL classification:
Y40 - Miscellaneous Categories - - Dissertations - - - Dissertations
G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Investment Policy
Y4 - Miscellaneous Categories - - Dissertations

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1. Collan, Mikael & Liu, Shuhua, 2002. "Fuzzy Logic and Intelligent Agents: Towards the Next Step of Capital Budgeting Decision Support," Working Papers 398, IAMSR, Åbo Akademi. [Downloadable!]
2. repec:pal:jintbs:v:23:y:1992:i:2:p:311-331 is not listed on IDEAS
3. Brennan, Michael J & Schwartz, Eduardo S, 1977. "The Valuation of American Put Options," Journal of Finance, American Finance Association, vol. 32(2), pages 449-62, May. [Downloadable!] (restricted)
4. Cortazar, Gonzalo & Casassus, Jaime, 1998. "Optimal Timing of a Mine Expansion: Implementing a Real Options Model," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 755-769. [Downloadable!] (restricted)
5. Bengtsson, Jens, 2001. "Manufacturing flexibility and real options: A review," International Journal of Production Economics, Elsevier, vol. 74(1-3), pages 213-224, December. [Downloadable!] (restricted)
6. Keppo, Jussi & Lu, Hao, 2003. "Real options and a large producer: the case of electricity markets," Energy Economics, Elsevier, vol. 25(5), pages 459-472, September. [Downloadable!] (restricted)
7. Cox, John C & Ross, Stephen A, 1976. "A Survey of Some New Results in Financial Option Pricing Theory," Journal of Finance, American Finance Association, vol. 31(2), pages 383-402, May. [Downloadable!] (restricted)
8. Berger, Philip G. & Ofek, Eli & Swary, Itzhak, 1996. "Investor valuation of the abandonment option," Journal of Financial Economics, Elsevier, vol. 42(2), pages 257-287, October. [Downloadable!] (restricted)
9. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September. [Downloadable!] (restricted)
10. Caves, R E & Gale, B T & Porter, M E, 1977. "Interfirm Profitability Differences: Comment," The Quarterly Journal of Economics, MIT Press, vol. 91(4), pages 667-75, November. [Downloadable!] (restricted)
11. Boyle, Phelim P., 1988. "A Lattice Framework for Option Pricing with Two State Variables," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(01), pages 1-12, March. [Downloadable!]
12. Andricopoulos, Ari D. & Widdicks, Martin & Duck, Peter W. & Newton, David P., 2003. "Universal option valuation using quadrature methods," Journal of Financial Economics, Elsevier, vol. 67(3), pages 447-471, March. [Downloadable!] (restricted)
13. Dixit, Avinash K, 1989. "Entry and Exit Decisions under Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 97(3), pages 620-38, June. [Downloadable!] (restricted)
    Other versions:
    • Dixit, A., 1988. "Entry And Exit Decisions Under Uncertainty," Papers 91, Princeton, Department of Economics - Financial Research Center.
14. Brick, John R. & Thompson, Howard E., 1978. "The Economic Life of an Investment and the Appropriate Discount Rate," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(05), pages 831-846, December. [Downloadable!]
15. Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring. [Downloadable!] (restricted)
16. Kulatilaka, Nalin & Marks, Stephen Gary, 1988. "The Strategic Value of Flexibility: Reducing the Ability to Compromise," American Economic Review, American Economic Association, vol. 78(3), pages 574-80, June. [Downloadable!] (restricted)
17. Alvarez, Luis H. R., 1999. "Optimal exit and valuation under demand uncertainty: A real options approach," European Journal of Operational Research, Elsevier, vol. 114(2), pages 320-329, April. [Downloadable!] (restricted)
18. Dyl, Edward A & Long, Hugh W, 1969. "Abandonment Value and Capital Budgeting: Comment," Journal of Finance, American Finance Association, vol. 24(1), pages 88-95, March. [Downloadable!] (restricted)
19. Borgonovo, E. & Peccati, L., 2004. "Sensitivity analysis in investment project evaluation," International Journal of Production Economics, Elsevier, vol. 90(1), pages 17-25, July. [Downloadable!] (restricted)
20. Kleijnen, Jack P. C., 2005. "An overview of the design and analysis of simulation experiments for sensitivity analysis," European Journal of Operational Research, Elsevier, vol. 164(2), pages 287-300, July. [Downloadable!] (restricted)
    Other versions:
    • Kleijnen, J.P.C., 2004. "An overview of the design and analysis of simulation experiments for sensitivity analysis," Discussion Paper 16, Tilburg University, Center for Economic Research. [Downloadable!]
21. McDonald, Robert & Siegel, Daniel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, MIT Press, vol. 101(4), pages 707-27, November. [Downloadable!] (restricted)
22. Collan, Mikael, 2004. "Fuzzy Real Investment Valuation Model for Giga-Investments, and a Note on Giga-Investment Lifecycle and Valuation," MPRA Paper 4329, University Library of Munich, Germany. [Downloadable!]
23. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
24. Brennan, Michael J. & Schwartz, Eduardo S., 1978. "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(03), pages 461-474, September. [Downloadable!]
25. Brennan, Michael J & Schwartz, Eduardo S, 1985. "Evaluating Natural Resource Investments," Journal of Business, University of Chicago Press, vol. 58(2), pages 135-57, April. [Downloadable!] (restricted)
26. Bradford L. Barham & Jean-Paul Chavas & Richard M. Klemme, 1994. "Low Capital Dairy Strategies in Wisconsin: Lessons from a New Approach to Measuring Profitability," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 381, Wisconsin-Madison Agricultural and Applied Economics Department. [Downloadable!]
    Other versions:
    • Bradford L. BARHAM & Jean-Paul CHAVAS & Richard M. KLEMME, 1994. "Low Capital Dairy Strategies In Wisconsin: Lessons From A New Approach To Measuring Profitability," Staff Papers 381, University of Wisconsin Madison, AAE. [Downloadable!]
27. Majd, Saman & Pindyck, Robert S., 1987. "Time to build, option value, and investment decisions," Journal of Financial Economics, Elsevier, vol. 18(1), pages 7-27, March. [Downloadable!] (restricted)
    Other versions:
    • Saman Majd & Robert S. Pindyck, 1987. "Time to Build, Option Value, and Investment Decisions," NBER Working Papers 1654, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
28. Garner, Jacqueline L. & Nam, Jouahn & Ottoo, Richard E., 2002. "Determinants of corporate growth opportunities of emerging firms," Journal of Economics and Business, Elsevier, vol. 54(1), pages 73-93. [Downloadable!] (restricted)
29. Collan, Mikael & Långström, Stefan, 2002. "Flexibility in Investments: Exploratory Survey on How Finnish Companies Deal with Flexibility in Capital Budgeting," MPRA Paper 4350, University Library of Munich, Germany. [Downloadable!]
30. Demsetz, Harold, 1973. "Industry Structure, Market Rivalry, and Public Policy," Journal of Law & Economics, University of Chicago Press, vol. 16(1), pages 1-9, April.
31. Jaume Masoliver & Miquel Montero & Josep M. Porra, 2000. "A dynamical model describing stock market price distributions," Quantitative Finance Papers cond-mat/0003357, arXiv.org. [Downloadable!]
32. Fernandez, Pablo, 2003. "75 common and uncommon errors in company valuation," IESE Research Papers Db/515, IESE Business School. [Downloadable!]
    Other versions:
    • Fernandez, Pablo, 2004. "80 common and uncommon errors in company valuation," IESE Research Papers D/550, IESE Business School. [Downloadable!]
33. Corker, R. J. & Holly, S. & Ellis, R. G., 1986. "Uncertainty and forecast precision," International Journal of Forecasting, Elsevier, vol. 2(1), pages 53-53. [Downloadable!] (restricted)

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