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Real options and investment incentivesFriedl, Gunther. January 2007 (has links)
Thesis (Post-Doctoral) -- Universität München, 2006. / Includes bibliographical references (p. [109]-119).
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Essays in international migration under uncertainty /Hua, Lieng Van. January 2004 (has links)
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
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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.
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Diversification effects a real options approach /Zhao, Aiwu. January 2008 (has links)
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).
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A review of the application of real options theory to commercial real estate leases /Singer. Timo. January 2002 (has links)
Thesis (M. Sc.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 44-51).
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Real options : duopoly dynamics with more than one source of randomness.MacKenzie, Natalie. January 2009 (has links)
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.
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Estimating project volatility and developing decision support system in real options analysisHan, Hyun Jin, Park, Chan S. January 2007 (has links) (PDF)
Dissertation (Ph.D.)--Auburn University, 2007. / Abstract. Vita. Includes bibliographic references (p.128-134).
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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.
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Essays on growth options and corporate strategyTong, Wenfeng, January 2004 (has links)
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).
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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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