Thesis (Post-Doctoral) -- Universität München, 2006. / Includes bibliographical references (p. -119).
Hua, Lieng Van.
Thesis (Ph.D.)--York University, 2004. Graduate Programme in Economics. / Typescript. Includes bibliographical references (leaves 81-84). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://wwwlib.umi.com/cr/yorku/fullcit?pNQ99251
An empirical analysis of environmental uncertainty, real options decision patterns and firm performanceBoccia, Alfred M., January 2009 (has links)
Thesis (Ph. D.)--University of Massachusetts Amherst, 2009. / Open access. Includes bibliographical references (p. 208-221). Print copy also available.
Thesis (Ph.D.)--Kent State University, 2008. / Title from PDF t.p. (viewed March 3, 2010). Advisor: Mark Holder. Keywords: diversification; diversification discount; value measurement; real options. Includes bibliographical references (p. 84-89).
Thesis (M. Sc.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 44-51).
The valuation of real options has been of interest for some time. Recently, the model has been revised to include more than one source of randomness, e.g. Paxson and Pinto (2005). In this dissertation, we present a model with more than one diffusion process to analyze strategic interaction in a duopolistic framework. We consider a complete market where the profit per unit and the number of units sold are assumed to evolve according to distinct, but possibly correlated, geometric Brownian motions, and aim to extend Paxson and Pinto’s research to a wider context by adjusting the model to include the effect of the covariance between the stochastic factors. In particular, we present results in both the pre-emptive and non pre-emptive equilibrium case pertaining to the follower’s and leader’s value function. We also investigate the consequences for the model in relation to traditional net present value theory, and include an analysis of the comparative static relationships that exist between the parameters. We then conclude with a chapter that extends our two-variable model to three sources of randomness - first by allowing the investment cost to be modelled as a random once-off payment, and then by considering it to be a stochastically variable ongoing cost. Keywords Real options, complete markets, more than one stochastic process, competitive games, duopoly. / Thesis (M.Sc.)-University of KwaZulu-Natal, Westville, 2009.
Han, Hyun Jin, Park, Chan S.
(has links) (PDF)
Dissertation (Ph.D.)--Auburn University, 2007. / Abstract. Vita. Includes bibliographic references (p.128-134).
A discrete-time approach for valuing real options with underlying mean-reverting stochastic processesHahn, Warren Joseph, Dyer, James S. January 2005 (has links) (PDF)
Thesis (Ph. D.)--University of Texas at Austin, 2005. / Supervisor: James S. Dyer. Vita. Includes bibliographical references.
Thesis (Ph. D.)--Ohio State University, 2004. / Title from first page of PDF file. Document formatted into pages; contains x, 120 p. Includes abstract and vita. Advisor: Jay B. Barney, Business Administration Graduate Program. Includes bibliographical references (p. 110-120).
A discrete-time approach for valuing real options with underlying mean-reverting stochastic processesHahn, Warren Joseph 28 August 2008 (has links)
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