Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Chance, Don M.
1994.
THE PRICING AND HEDGING OF LIMITED EXERCISE CAPS AND SPREADS.
Journal of Financial Research,
Vol. 17,
Issue. 4,
p.
561.
Bertocchi, Marida
and
Butti, Alessandro
1994.
Operations Research Models in Quantitative Finance.
p.
76.
Fröhls, Michael
1995.
Internationale Joint Ventures.
p.
237.
Broadie, Mark
and
Detemple, Jerome
1996.
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods.
Review of Financial Studies,
Vol. 9,
Issue. 4,
p.
1211.
Trigeorgis, Lenos
1996.
Evaluating leases with complex operating options.
European Journal of Operational Research,
Vol. 91,
Issue. 2,
p.
315.
Broadie, Mark
and
Glasserman, Paul
1997.
Pricing American-style securities using simulation.
Journal of Economic Dynamics and Control,
Vol. 21,
Issue. 8-9,
p.
1323.
Chapman, Chris
and
Howden, Mike
1997.
Two phase parametric and probabilistic NPV calculations, with possible deferral of disposal of UK nuclear waste as an example.
Omega,
Vol. 25,
Issue. 6,
p.
707.
Martinez, Antonio Lopo
1998.
Opções reais na análise de contratos de leasing.
Revista de Administração de Empresas,
Vol. 38,
Issue. 2,
p.
36.
Lander, Diane M.
and
Pinches, George E.
1998.
Challenges to the practical implementation of modeling and valuing real options.
The Quarterly Review of Economics and Finance,
Vol. 38,
Issue. 3,
p.
537.
Minardi, Andrea Maria Accioly Fonseca
2000.
Teoria de opções aplicada a projetos de investimento.
Revista de Administração de Empresas,
Vol. 40,
Issue. 2,
p.
74.
Trigeorgis, Lenos
2000.
The New Investment Theory of Real Options and its Implication for Telecommunications Economics.
Vol. 34,
Issue. ,
p.
3.
Meier, Helga
Christofides, Nicos
and
Salkin, Gerry
2001.
Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming.
Operations Research,
Vol. 49,
Issue. 2,
p.
196.
Baidya, Tara Keshar Nanda
and
Castro, Alessandro de Lima
2001.
CONVERGÊNCIA DOS MODELOS DE ÁRVORES BINOMIAIS PARA AVALIAÇÃO DE OPÇÕES.
Pesquisa Operacional,
Vol. 21,
Issue. 1,
p.
17.
Bengtsson, Jens
2001.
Manufacturing flexibility and real options: A review.
International Journal of Production Economics,
Vol. 74,
Issue. 1-3,
p.
213.
Benaroch, M.
2001.
Option-based management of technology investment risk.
IEEE Transactions on Engineering Management,
Vol. 48,
Issue. 4,
p.
428.
Jabbour, George M.
Kramin, Marat V.
and
Young, Stephen D.
2001.
Two‐State Option Pricing: Binomial Models Revisited.
Journal of Futures Markets,
Vol. 21,
Issue. 11,
p.
987.
RHYS, HUW
SONG, JIHE
and
JINDRICHOVSKA, IRENA
2002.
THE TIMING OF REAL OPTION EXERCISE: SOME RECENT DEVELOPMENTS.
The Engineering Economist,
Vol. 47,
Issue. 4,
p.
436.
Chen, Hsuan‐Chi
Chen, David M.
and
Chung, San‐Lin
2002.
The accuracy and efficiency of alternative option pricing approaches relative to a log‐transformed trinomial model.
Journal of Futures Markets,
Vol. 22,
Issue. 6,
p.
557.
Leung, Barbara Y.P.
and
Hui, Eddie C.M.
2002.
Option pricing for real estate development: Hong Kong Disneyland.
Journal of Property Investment & Finance,
Vol. 20,
Issue. 6,
p.
473.
Amico, M.
Pasek, Z.J.
and
Asl, F.
2003.
A new methodology to evaluate the real options of an investment using binomial trees and Monte Carlo simulations.
p.
351.