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Real (investment) options with multiple sources of rare events

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  • Martzoukos, Spiros H.
  • Trigeorgis, Lenos

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  • Martzoukos, Spiros H. & Trigeorgis, Lenos, 2002. "Real (investment) options with multiple sources of rare events," European Journal of Operational Research, Elsevier, vol. 136(3), pages 696-706, February.
  • Handle: RePEc:eee:ejores:v:136:y:2002:i:3:p:696-706
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    8. Ghemawat, Pankaj & Kennedy, Robert E., 1999. "Competitive shocks and industrial structure: the case of Polish manufacturing," International Journal of Industrial Organization, Elsevier, vol. 17(6), pages 847-867, August.
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    16. Jones, E. Philip, 1984. "Option arbitrage and strategy with large price changes," Journal of Financial Economics, Elsevier, vol. 13(1), pages 91-113, March.
    17. Trigeorgis, Lenos, 1996. "Evaluating leases with complex operating options," European Journal of Operational Research, Elsevier, vol. 91(2), pages 315-329, June.
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