Use of Real Options in Asset Valuation

Author:

Gitelman Gary

Publisher

Elsevier BV

Subject

Management of Technology and Innovation,Energy (miscellaneous),Business and International Management

Reference91 articles.

1. K. Amin and A. Morton, Implied Volatility Functions in Arbitrage-Free Term Structure Models, J. Fin. Econ., March 1994, 35 (2), at 141–180.

2. K.I. Amin, V. Ng, and S.C. Pirrong, Valuing Energy Derivatives, Managing Energy Price Risk (London: Risk Publications and Enron, 1995).

3. M. Amram and N. Kulatilaka, Real Options: Managing Strategic Investment in an Uncertain World (Cambridge, MA: Harvard Business School Press, 1999).

4. M. Amram and N. Kulatilaka, Strategy and Shareholder Value Creation: The Real Options Frontier, J. Appl. Corp. Fin., Summer 2000, 13 (2).

5. P. Bjerksund and G. Stensland, An American Exchange Options and a Put-Call Transformation: A Note, J. Bus. Fin. & Acct., Sept. 1993, 20 (5), at 761–764.

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