Quantifying Flexibility Real Options Calculus
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References listed on IDEAS
- 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 637-654, May-June.
- Margrabe, William, 1978. "The Value of an Option to Exchange One Asset for Another," Journal of Finance, American Finance Association, vol. 33(1), pages 177-186, March.
- 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.
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Keywordsreal options; Black-Scholes Approach; Wiener processes; stochastic processes; Quantifying Flexibility; volatility;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G00 - Financial Economics - - General - - - General
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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