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Theory of rational option pricing

In: Theory Of Valuation

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  1. Not Quite the Dullest Post I Ever Wrote
    by Buce in Underbelly on 2014-03-20 06:08:00

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Cited by:

  1. Zhao, Yingxue & Yang, Liu & Cheng, T.C.E. & Ma, Lijun & Shao, Xinjian, 2013. "A value-based approach to option pricing: The case of supply chain options," International Journal of Production Economics, Elsevier, vol. 143(1), pages 171-177.
  2. Tang, Cheng Yong & Chen, Song Xi, 2009. "Parameter estimation and bias correction for diffusion processes," Journal of Econometrics, Elsevier, vol. 149(1), pages 65-81, April.
  3. Shinta Rahma Diana & Agus Hidayat & Astri Rafikasari & Ida Musdafia Ibrahim & Farida Farida, 2019. "Economic Assesstment of Satellite Remote Sensing Data in Indonesia: A Net Present Value Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 140-146.
  4. Diether Beuermann & Antonios Antoniou & Alejandro Bernales, 2005. "The Dynamics of the Short-Term Interest Rate in the UK," Finance 0512029, University Library of Munich, Germany.
  5. Burak Saltoglu, 2003. "Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 169-176.
  6. Grace Phang & Rob Brown, 2011. "Rational early exercise of call options: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(3), pages 732-744, September.
  7. Beatriz Mota Aragón, 2011. "Capital Investments and Real Options: New Proposals," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 5(1), pages 65-76.
  8. Jean-Marc Boussard, 2001. "Assurances et marchés à terme: similitudes et différences," Économie rurale, Programme National Persée, vol. 266(1), pages 119-129.
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  52. 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.
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