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Citations for "Time to build, option value, and investment decisions"

by Majd, Saman & Pindyck, Robert S.

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  1. Lukas, Elmar & Welling, Andreas, 2014. "Timing and eco(nomic) efficiency of climate-friendly investments in supply chains," European Journal of Operational Research, Elsevier, vol. 233(2), pages 448-457.
  2. Huang, Hsing-Hua & Chuang, Wei-Liang, 2013. "Real options game over the business cycle," Economic Modelling, Elsevier, vol. 35(C), pages 715-721.
  3. Honglin Wang & Fan Yu & Yinggang Zhou, 2013. "Rental Rates under Housing Price Uncertainty: A Real Options Approach," Working Papers 242013, Hong Kong Institute for Monetary Research.
  4. Pindyck, Robert S, 1991. "Irreversibility, Uncertainty, and Investment," Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-48, September.
  5. Liang, Zhaohui & Wang, Wei & Li, Shusheng, 2012. "Decomposition valuation of complex real options embedded in creative financial leases," Economic Modelling, Elsevier, vol. 29(6), pages 2627-2631.
  6. Ottoo, Richard E., 1998. "Valuation of Internal Growth Opportunities: The Case of a Biotechnology Company," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 615-633.
  7. Robert S. Pindyck & Andrés Solimano, 1993. "Economic Instability and Aggregate Investment," NBER Chapters, in: NBER Macroeconomics Annual 1993, Volume 8, pages 259-318 National Bureau of Economic Research, Inc.
  8. Mayer, Christopher J. & Somerville, C. Tsuriel, 2000. "Land use regulation and new construction," Regional Science and Urban Economics, Elsevier, vol. 30(6), pages 639-662, December.
  9. Yu-Fu Chen & Dennis Snower & Gylfi Zoega, 2001. "Labour Market Institutions and Macroeconomic Shocks," Dundee Discussion Papers in Economics 123, Economic Studies, University of Dundee.
  10. Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.
  11. Robert S. Pindyck, 1992. "Investments of Uncertain Cost," NBER Working Papers 4175, National Bureau of Economic Research, Inc.
  12. Wladimir Raymond & Jacques Mairesse & Pierre Mohnen & Franz Palm, 2013. "Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing," CIRANO Working Papers 2013s-12, CIRANO.
  13. Meng, Rujing, 2008. "A patent race in a real options setting: Investment strategy, valuation, CAPM beta, and return volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3192-3217, October.
  14. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013. "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1220-1239.
  15. Lin, Chin-Tsai & Lin, Tyrone T. & Yeh, Lung-Chu, 2005. "The entry/exit real options model for Internet securities trading business," Journal of Economics and Business, Elsevier, vol. 57(1), pages 61-74.
  16. Shin, Hyun-Han & Kim, Yong H., 2002. "Agency costs and efficiency of business capital investment: evidence from quarterly capital expenditures," Journal of Corporate Finance, Elsevier, vol. 8(2), pages 139-158, March.
  17. Huang, Hsing-Hua & Huang, Hongming & Shih, Pai-Ta, 2012. "Real options and earnings-based bonus compensation," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2389-2402.
  18. Grenadier, Steven R. & Wang, Neng, 2005. "Investment timing, agency, and information," Journal of Financial Economics, Elsevier, vol. 75(3), pages 493-533, March.
  19. Brynjolfsson, Erik. & Hitt, Lorin M. & Massachusetts Institute of Technology. Industrial Performance Center., 1994. "Computers and economic growth : firm-level evidence," Working papers 3714-94. CISR WP ; no. 27, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  20. Kogan, Leonid, 2001. "An equilibrium model of irreversible investment," Journal of Financial Economics, Elsevier, vol. 62(2), pages 201-245, November.
  21. Chamorro Gómez, José Manuel & Abadie, Luis M., 2006. "Monte Carlo Valuation of natural gas investments," IKERLANAK 2006-25, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  22. L. Sereno, 2006. "Valuing R & D Investments With A Jump-Diffusion Process," Working Papers 569, Dipartimento Scienze Economiche, Universita' di Bologna.
  23. Saman Majd & Robert S. Pindyck, 1987. "The Learning Curve and Optimal Production Under Uncertainty," NBER Working Papers 2423, National Bureau of Economic Research, Inc.
  24. Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Working Papers 201004, Geary Institute, University College Dublin.
  25. Isik, Murat, 2004. "Incorporating Risk Preferences Into Real Options Models," 2004 Annual meeting, August 1-4, Denver, CO 20027, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  26. Saphores, Jean-Daniel & Gravel, Éric & Bernard, Jean-Thomas, 2003. "Environmental Impact Assessment and Investment under Uncertainty. An Application to Power Grid Interconnection," Cahiers de recherche 0303, Université Laval - Département d'économique.
  27. Nagae, Takeshi & Akamatsu, Takashi, 2008. "A generalized complementarity approach to solving real option problems," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1754-1779, June.
  28. Laarni Bulan & Christopher Mayer & C. Tsuriel Somerville, . "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," Zell/Lurie Center Working Papers 391, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  29. Broadie, Mark & Glasserman, Paul, 1997. "Pricing American-style securities using simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1323-1352, June.
  30. Reinhard Madlener & Gürkan Kumbaroglu & Volkan S. Ediger, 2004. "Modeling Technology Adoption as an Irreversible Investment Under Uncertainty: The Case of the Turkish Electricity Supply Industry," CEPE Working paper series 04-30, CEPE Center for Energy Policy and Economics, ETH Zurich.
  31. Bulan, Laarni T., 2005. "Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 255-279.
  32. Milne, Alistair & Whalley, A Elizabeth, 2000. "'Time to build, option value and investment decisions': a comment," Journal of Financial Economics, Elsevier, vol. 56(2), pages 325-332, May.
  33. Grenadier, Steven R. & Wang, Neng, 2007. "Investment under uncertainty and time-inconsistent preferences," Journal of Financial Economics, Elsevier, vol. 84(1), pages 2-39, April.
  34. Giovanni Villani, 2014. "Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis," Computational Economics, Society for Computational Economics, vol. 43(3), pages 331-355, March.
  35. Isik, Murat & Coble, Keith H. & Hudson, Darren & House, Lisa O., 2003. "A model of entry-exit decisions and capacity choice under demand uncertainty," Agricultural Economics, Blackwell, vol. 28(3), pages 215-224, May.
  36. Karen Mills & Steve Morling & Warren Tease, 1993. "Balance Sheet Restructuring and Investment," RBA Research Discussion Papers rdp9308, Reserve Bank of Australia.
  37. Ricardo J. Caballero & Eduardo Engel, 2003. "Adjustment is Much Slower than You Think," NBER Working Papers 9898, National Bureau of Economic Research, Inc.
  38. Dalila B. M. M. Fontes & Luís Camões & Fernando A. C. C. Fontes, 2007. "Real Options using Markov Chains: an application to Production Capacity Decisions," FEP Working Papers 246, Universidade do Porto, Faculdade de Economia do Porto.
  39. Gomes Santana Félix, Elisabete, 2003. "Opções reais: tipologias e sua avaliação
    [Real options: typologies and its evaluation]
    ," MPRA Paper 6186, University Library of Munich, Germany.
  40. Rena Sivitanidou, 1999. "Does the Theory of Irreversible Investments Help Explain Movements in Office-Commerical Construction?," Working Paper 8659, USC Lusk Center for Real Estate.
  41. Murillas Maza, Arantza, 2000. "Uncertainty and Real Options. Investment and Development of Fishing Resources (II)," BILTOKI 2000-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  42. Peeters, Marga, 1996. "Investment gestation lags: The difference between time-to-build and delivery lags," MPRA Paper 28549, University Library of Munich, Germany.
  43. Andrew Berg & Yanliang Miao, 2010. "The Real Exchange Rate and Growth Revisited," IMF Working Papers 10/58, International Monetary Fund.
  44. Gryglewicz, Sebastian & Huisman, Kuno J.M. & Kort, Peter M., 2008. "Finite project life and uncertainty effects on investment," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2191-2213, July.
  45. Jonathan B. Berk & Richard C. Green & Vasant Naik, 1998. "Valuation and Return Dynamics of New Ventures," NBER Working Papers 6745, National Bureau of Economic Research, Inc.
  46. Ricardo J. Caballero & Robert S. Pindyck, 1992. "Uncertainty, Investment, and Industry Evolution," NBER Working Papers 4160, National Bureau of Economic Research, Inc.
  47. Huisman, K.J.M. & Kort, P.M. & Plasmans, J.E.J., 2007. "Investment in High-Tech Industries: An Example from the LCD Industry," Discussion Paper 2007-85, Tilburg University, Center for Economic Research.
  48. Elder, John & Serletis, Apostolos, 2009. "Oil price uncertainty in Canada," Energy Economics, Elsevier, vol. 31(6), pages 852-856, November.
  49. Caren Sureth, 2002. "Partially Irreversible Investment Decisions and Taxation under Uncertainty: A Real Option Approach," German Economic Review, Verein für Socialpolitik, vol. 3(2), pages 185-221, 05.
  50. Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal, 2011. "Optimal investment under operational flexibility, risk aversion, and uncertainty," European Journal of Operational Research, Elsevier, vol. 213(1), pages 221-237, August.
  51. Krysiak, Frank C., 2006. "Stochastic intertemporal duality: An application to investment under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1363-1387, August.
  52. Dimson, Elroy & Mussavian, Massoud, 1999. "Three centuries of asset pricing," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1745-1769, December.
  53. Viju, Crina & Kerr, William A. & Nolan, James F., 2006. "Subsidization of the Biofuel Industry: Security vs. Clean Air?," 2006 Annual meeting, July 23-26, Long Beach, CA 21321, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  54. Steven Ott & W. Hughen & Dustin Read, 2012. "Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 888-918, November.
  55. Michele Moretto & Chiara D’Alpaos, 2004. "The Value of Flexibility in the Italian Water Service Sector: A Real Option Analysis," Working Papers 2004.140, Fondazione Eni Enrico Mattei.
  56. Marcello Basili & Fulvio Fontini, 2005. "Quasi-option value under ambiguity," Economics Bulletin, AccessEcon, vol. 4(3), pages 1-10.
  57. Sascha Mölls & Karl-Heinz Schild, 2012. "Decision-making in sequential projects: expected time-to-build and probability of failure," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 1-25, July.
  58. W. Hughen & Dustin Read, 2014. "Inclusionary Housing Policies, Stigma Effects and Strategic Production Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 589-610, May.
  59. Alejandro Mosiño, 2012. "Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply," Computational Economics, Society for Computational Economics, vol. 39(1), pages 13-27, January.
  60. Bar-Ilan, Avner & Strange, William C., 1998. "A model of sequential investment," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 437-463, March.
  61. Davis, Graham A., 1998. "Estimating Volatility and Dividend Yield When Valuing Real Options to Invest or Abandon," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 725-754.
  62. Masci, Martín Ezequiel, 2012. "Irreversibilidad e incertidumbre de las decisiones financieras en i&d
    [Irreversibility and uncertainty of the financial investments on r&d]
    ," MPRA Paper 40970, University Library of Munich, Germany.
  63. Bellalah, Mondher, 2000. "Choix de projets, free-cash flows et options réelles en présence de coûts d'information," Economics Papers from University Paris Dauphine 123456789/9848, Paris Dauphine University.
  64. Andrea Gamba, 2002. "Real options Valuation: A Monte Carol Approach," Working Papers wpn02-02, Warwick Business School, Finance Group.
  65. Steven R. Grenadier, 2003. "An Equilibrium Analysis of Real Estate," NBER Working Papers 9475, National Bureau of Economic Research, Inc.
  66. Antony Millner, 2012. "Climate prediction for adaptation: Who needs what?," Climatic Change, Springer, vol. 110(1), pages 143-167, January.
  67. Sarkar, Sudipto & Zhang, Chuanqian, 2013. "Implementation lag and the investment decision," Economics Letters, Elsevier, vol. 119(2), pages 136-140.
  68. repec:ebl:ecbull:v:4:y:2005:i:3:p:1-10 is not listed on IDEAS
  69. Bar-Ilan, Avner & Sulem, Agnes & Zanello, Alessandro, 2002. "Time-to-build and capacity choice," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 69-98, January.
  70. Ricardo J. Caballero & Eduardo M.R.A. Engel, 2003. "Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models," Cowles Foundation Discussion Papers 1430, Cowles Foundation for Research in Economics, Yale University, revised Apr 2008.
  71. Bellalah, Mondher, 2000. "Le choix des investissements et les options réelles : une revue de la littérature," Economics Papers from University Paris Dauphine 123456789/9845, Paris Dauphine University.
  72. Tsekrekos, Andrianos E., 2010. "The effect of mean reversion on entry and exit decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 725-742, April.
  73. Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal, 2004. "Strategic entry and market leadership in a two-player real options game," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 179-201, January.
  74. Said Boukendour & Rahim Bah, 2001. "The guaranteed maximum price contract as call option," Construction Management and Economics, Taylor & Francis Journals, vol. 19(6), pages 563-567.
  75. 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.
  76. Abdel Sabour, S. A., 2001. "Dynamics of threshold prices for optimal switches: the case of mining," Resources Policy, Elsevier, vol. 27(3), pages 209-214, September.
  77. Bernard Dumas, 1988. "Pricing Physical Assets Internationally," NBER Working Papers 2569, National Bureau of Economic Research, Inc.
  78. Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany.
  79. Donald A R George, 2011. "Stability of Growth Models with Generalised Lag Structures," ESE Discussion Papers 205, Edinburgh School of Economics, University of Edinburgh.
  80. Rainer Niemann & Caren Sureth, 2002. "Taxation under Uncertainty – Problems of Dynamic Programming and Contingent Claims Analysis in Real Option Theory," CESifo Working Paper Series 709, CESifo Group Munich.
  81. Giovanni Villani, 2009. "A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis," CESifo Working Paper Series 2728, CESifo Group Munich.
  82. Agliardi, Elettra & Koussis, Nicos, 2013. "Optimal capital structure and the impact of time-to-build," Finance Research Letters, Elsevier, vol. 10(3), pages 124-130.
  83. Siddiqui, Afzal & Takashima, Ryuta, 2012. "Capacity switching options under rivalry and uncertainty," European Journal of Operational Research, Elsevier, vol. 222(3), pages 583-595.
  84. Weeds, H., 1999. "'Reverse Hysteresis': R&D Investment with Stochastic Innovation," The Warwick Economics Research Paper Series (TWERPS) 578, University of Warwick, Department of Economics.
  85. Marcello Basili & Roberto Renò & Carlo Zappia, 2005. "Production of a New Drug: A Sequential Investment ProcessUnder Uncertainty," Department of Economics University of Siena 453, Department of Economics, University of Siena.
  86. Pindyck, Robert S, 1988. "Irreversible Investment, Capacity Choice, and the Value of the Firm," American Economic Review, American Economic Association, vol. 78(5), pages 969-85, December.
  87. Armada, Manuel Rocha & Kryzanowski, Lawrence & Pereira, Paulo Jorge, 2007. "A modified finite-lived American exchange option methodology applied to real options valuation," Global Finance Journal, Elsevier, vol. 17(3), pages 419-438, March.
  88. Giovanni Villani, 2008. "An R&D Investment Game under Uncertainty in Real Option Analysis," Computational Economics, Society for Computational Economics, vol. 32(1), pages 199-219, September.
  89. Pratt, Stephen & Blake, Adam & Swann, Peter, 2013. "Dynamic general equilibrium model with uncertainty: Uncertainty regarding the future path of the economy," Economic Modelling, Elsevier, vol. 32(C), pages 429-439.
  90. Timothy B. Folta & Walter J. Ferrier, 1997. "International Expansion Through Sequential Investment: The Effects Of National Culture On Buyouts And Dissolutions In Biotechnology Partnerships," Game Theory and Information 9701001, EconWPA.
  91. Akamatsu, Takashi & Nagae, Takeshi, 2011. "A network of options: Evaluating complex interdependent decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(5), pages 714-729, May.
  92. Kort, P.M., 1996. "Optimal R&D Investments of the Firm," Discussion Paper 1996-47, Tilburg University, Center for Economic Research.
  93. Shih-Chuan Tsai, 2005. "Dynamic Models of Investment Distortions," Review of Quantitative Finance and Accounting, Springer, vol. 25(4), pages 357-381, December.
  94. Auger, Felipe & Ignacio Guzmán, Juan, 2010. "How rational are investment decisions in the copper industry?," Resources Policy, Elsevier, vol. 35(4), pages 292-300, December.
  95. Viju, Crina & Kerr, William A., 2013. "Taking an option on the future: Subsidizing biofuels for energy security or reducing global warming," Energy Policy, Elsevier, vol. 56(C), pages 543-548.
  96. Mahdi Mattar & Charles Cheah, 2006. "Valuing large engineering projects under uncertainty: private risk effects and real options," Construction Management and Economics, Taylor & Francis Journals, vol. 24(8), pages 847-860.
  97. Clapp, John M. & Bardos, Katsiaryna Salavei & Wong, S.K., 2012. "Empirical estimation of the option premium for residential redevelopment," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 240-256.
  98. Kumar, Ram L., 1995. "An options view of investments in expansion-flexible manufacturing systems," International Journal of Production Economics, Elsevier, vol. 38(2-3), pages 281-291, March.
  99. Andrianos Tsekrekos, 2013. "Irreversible exit decisions under mean-reverting uncertainty," Journal of Economics, Springer, vol. 110(1), pages 5-23, September.
  100. E. Agliardi & M.L. Guerra & L. Stefanini, 2008. "A fuzzy model for sensitivity analysis in real options," Working Papers 643, Dipartimento Scienze Economiche, Universita' di Bologna.
  101. repec:clg:wpaper:2013-03 is not listed on IDEAS
  102. Alistair Milne & A Elizabeth Whalley, 1996. "New Analysis of a Model of Time to Build," School of Economics Discussion Papers 9603, School of Economics, University of Surrey.
  103. Fernandes, Bartolomeu & Cunha, Jorge & Ferreira, Paula, 2011. "The use of real options approach in energy sector investments," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(9), pages 4491-4497.
  104. Jonathan N. Millar, 2005. "Gestation lags for capital, cash flows, and Tobin's Q," Finance and Economics Discussion Series 2005-24, Board of Governors of the Federal Reserve System (U.S.).
  105. 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.
  106. He, Hua & Pindyck, Robert S., 1992. "Investments in flexible production capacity," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 575-599.
  107. Coggins, Jay S. & Ramezani, Cyrus A., 1998. "An Arbitrage-Free Approach to Quasi-Option Value," Journal of Environmental Economics and Management, Elsevier, vol. 35(2), pages 103-125, March.
  108. YongQiang Chu & Tien Sing, 2007. "Optimal Timing of Real Estate Investment under an Asymmetric Duopoly," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 327-345, April.
  109. Matthew Clayton & David Yermack, 1999. "Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-051, New York University, Leonard N. Stern School of Business-.
  110. John P. Small, 1999. "The Timing and Scale of Investment Under Uncertainty," Econometrics Working Papers 9906, Department of Economics, University of Victoria.
  111. L. Sereno, 2006. "The Valuation of New Ventures," Working Papers 554, Dipartimento Scienze Economiche, Universita' di Bologna.
  112. Stein-Erik Fleten & Erkka Näsäkkälä, 2004. "Gas Fired Power Plants: Investment Timing, Operating Flexibility and Abandonment," Finance 0404010, EconWPA.
  113. Giovanni Villani, 2008. "R&D Cooperation in Real Option Game Analysis," Quaderni DSEMS 19-2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  114. Sameh Hachicha & Leila Kaaniche & Fathi Abid, 2011. "Sequential investment and delay: an agribusiness firm case study," Agricultural Finance Review, Emerald Group Publishing, vol. 71(2), pages 240-258, July.
  115. Episcopos, Athanasios, 1995. "Evidence on the relationship between uncertainty and irreversible investment," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(1), pages 41-52.
  116. Gerda Dewit & Dermot Leahy, 2002. "Time-To-Build Investment and Uncertainty in Oligopoly," Working Papers 200207, School Of Economics, University College Dublin.
  117. Pindyck, Robert S., 1986. "Capital risk and models of investment behavior," Working papers 1819-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  118. Ulrich Pape & Stephan Schmidt-Tank, 2005. "Valuing Joint Ventures Using Real Options," Finance 0503030, EconWPA.
  119. 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.
  120. Milne, Alistair & Whalley, A. Elizabeth, 2001. "Time to build and aggregate work-in-progress," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 165-175, May.
  121. Somayeh Heydari & Nick Ovenden & Afzal Siddiqui, 2012. "Real options analysis of investment in carbon capture and sequestration technology," Computational Management Science, Springer, vol. 9(1), pages 109-138, February.
  122. Jean CavailhËs & Mohamed Hilal & Pierre Wavresky, 2011. "Option values on periurban land markets," ERSA conference papers ersa10p1629, European Regional Science Association.
  123. Gabriel P. Mathy, 2014. "Uncertainty Shocks and Equity Return Jumps and Volatility During the Great Depression," Working Papers 2014-02, American University, Department of Economics.
  124. Coggins, Jay S. & Ramezani, Cyrus A., 1996. "AN ARBITRAGE-FREE APPROACH TO QUASI-OPTION VALUE; Proceedings of the Fifth Joint Conference on Agriculture, Food, and the Environment, June 17-18, 1996, Padova, Italy," Working Papers 14469, University of Minnesota, Center for International Food and Agricultural Policy.
  125. Walsh, D.M. & O'Sullivan, K. & Lee, W.T. & Devine, M.T., 2014. "When to invest in carbon capture and storage technology: A mathematical model," Energy Economics, Elsevier, vol. 42(C), pages 219-225.