Real options in finance

Citations

Cited by:

1. Li, Xin & Su, Chi Wei, 2024. "Evaluating the impact of multiple uncertainty shocks on China's airline stocks volatility: A novel joint quantile perspective," Journal of Air Transport Management, Elsevier, vol. 121(C).
2. Fuentes González, Fabián & Reyes, Tomás & Sauma, Enzo, 2026. "Financing smart local energy systems under economic, financial and operational risks: a real options and asset securitisation approach," Energy, Elsevier, vol. 342(C).
3. Zhang, Hanyu & Assereto, Martina & Byrne, Julie, 2023. "Deferring real options with solar renewable energy certificates," Global Finance Journal, Elsevier, vol. 55(C).
4. Li, Jiazhu & Wang, Haojun, 2026. "A study of the impact of real option investment on firms' long-term performance under uncertainty: Empirical evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 96(C).
5. Yuanfeng Hu & Yixiang Tian & Luping Zhang, 2023. "Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities," Sustainability, MDPI, vol. 15(10), pages 1-20, May.
6. Sebastian Maier, 2021. "Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches," Annals of Operations Research, Springer, vol. 299(1), pages 907-937, April.
7. Robert A. Jarrow, 2023. "The no-arbitrage pricing of non-traded assets," Annals of Finance, Springer, vol. 19(3), pages 401-418, September.
8. Deng, Kebin & Peng, Jiaxin & Peng, Juan & Zhang, Yuhua, 2022. "Real options with overextrapolation," Economic Modelling, Elsevier, vol. 114(C).
9. Yin, Libo & Lu, Man, 2022. "Oil uncertainty and firms' risk-taking," Energy Economics, Elsevier, vol. 108(C).
10. Alexander, Carol & Chen, Xi & Ward, Charles, 2021. "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.
    • Carol Alexander & Xi Chen & Charles Ward, 2021. "Risk-Adjusted Valuation for Real Option Decisions," Papers 2109.04793, arXiv.org.
11. Goran Calic & Moren Lévesque & Anton Shevchenko, 2024. "On why women-owned businesses take more time to secure microloans," Small Business Economics, Springer, vol. 63(3), pages 917-938, October.
12. Yao, Xing & Fan, Ying & Zhu, Lei & Zhang, Xian, 2020. "Optimization of dynamic incentive for the deployment of carbon dioxide removal technology: A nonlinear dynamic approach combined with real options," Energy Economics, Elsevier, vol. 86(C).
13. Carlos Andrés Zapata Quimbayo, 2020. "OPCIONES REALES Una guía teórico-práctica para la valoración de inversiones bajo incertidumbre mediante modelos en tiempo discreto y simulación de Monte Carlo," Books, Universidad Externado de Colombia, Facultad de Finanzas, Gobierno y Relaciones Internacionales, number 138.
14. Levan Elbakidze & Douglas Mugabe & Gulnara R. Zaynutdinova, 2025. "Real options investments: Lessons from the US shale gas industry," The Financial Review, Eastern Finance Association, vol. 60(3), pages 701-728, August.
15. Jennifer Gippel & Martina Linnenluecke & Tom Smith & Yan Xu & Yushu Zhu, 2026. "The Lifecycle of Typical IPOs: The Characteristics of Surviving Firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 66(1), pages 532-550, March.
16. Bhuyan, Md Nazmul Hasan & García-Feijóo, Luis & Rajkovic, Tijana, 2025. "Real options and CEO social connections: The role of financial flexibility," Journal of Corporate Finance, Elsevier, vol. 91(C).
17. Zheng, Xinyuan & Shen, Jianfei, 2024. "Corporate environmental information disclosure, managerial ownership and the cost of debt," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 645-659.
18. Antill, Samuel & Grenadier, Steven R., 2023. "Financing the litigation arms race," Journal of Financial Economics, Elsevier, vol. 149(2), pages 218-234.
19. Wang, Han & Wu, Xingyi & Wu, Di & Nie, Xin, 2019. "Will land development time restriction reduce land price? The perspective of American call options," Land Use Policy, Elsevier, vol. 83(C), pages 75-83.
20. Andrejs Čirjevskis, 2021. "Exploring the Link of Real Options Theory with Dynamic Capabilities Framework in Open Innovation-Type Merger and Acquisition Deals," JRFM, MDPI, vol. 14(4), pages 1-16, April.
21. Natalia Morozko & Nina Morozko & Valentina Didenko, 2020. "The Use of Real Options in Assessing the Development of Small Energy in Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 205-211.
22. Carmen Schiel & Simon Glöser-Chahoud & Frank Schultmann, 2019. "A real option application for emission control measures," Journal of Business Economics, Springer, vol. 89(3), pages 291-325, April.
23. Daniela Bragoli & Flavia Cortelezzi & Pierpaolo Giannoccolo & Giovanni Marseguerra, 2020. "R&D Investment timing, default and capital structure," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 779-801, April.
24. Tian Zhao & Zhixin Liu, 2023. "Investment Timing Analysis of Hydrogen-Refueling Stations and the Case of China: Independent or Co-Operative Investment?," Energies, MDPI, vol. 16(13), pages 1-17, June.
25. Choi, Jongmoo Jay & Ju, Ming & Trigeorgis, Lenos & Zhang, Xiaotian Tina, 2021. "Outsourcing flexibility under financial constraints," Journal of Corporate Finance, Elsevier, vol. 67(C).
26. Jyh-Bang Jou & Charlene Tan Lee, 2023. "Design of the contingent royalty rate as related to the type of investment," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
27. Lei Zhu & Xing Yao & Xian Zhang, 2020. "Evaluation of cooperative mitigation: captured carbon dioxide for enhanced oil recovery," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 25(7), pages 1261-1285, October.
28. Delaney, Laura, 2022. "The impact of operational delay on irreversible investment under Knightian uncertainty," Economics Letters, Elsevier, vol. 215(C).