March 17, 2018

Get Real Options PDF

By Philipp N. Baecker, Prof. Ulrich Hommel (auth.), Prof. Dr. Thomas Dangl, Prof. Dr. Michael Kopel, Prof. Dr. Wolfgang Kürsten (eds.)

ISBN-10: 3409034439

ISBN-13: 9783409034432

ISBN-10: 3663123383

ISBN-13: 9783663123385

Dr.Thomas Dangl ist Ao.Univ.-Prof. am Institut für Managementwissenschaften der Technischen Universität Wien.
Dr. Michael Kopel ist ebenfalls Ao.Univ.-Prof. Universitätsdozent am Institut für Managementwissenschaften an der Technischen Universität Wien.
Prof. Dr. Wolfgang Kürsten ist Inhaber des Lehrstuhls für allgemeine Betriebswirtschaftlehre, insbesondere Finanzierung, Banken und Risikomanagement an der Friedrich Schiller-Universität Jena.

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104 Cf. Wilmott et al. (1993). 105 Another example is the earlier paper by Barraquand/Martineau (1995). 106. Cf. also Keber (2000). 107 Cf. Charnes/Shenoy (2000). 108 Cf. Jaillet et al. (2001). 109 Cf. ShackletonIWojakowski (2001). 110 Cf. Brandt/Cryer (1983). 111 Cf. Crank/Nicolson (1947). 112 Cf. Peaceman/Rachford (1955). 113 Cf. Duan/Simonato (2001). 114 Cf. Hou et al. (2002). 115 Cf. KushnerlDupuis (2001). 116 Cf. HulllWhite (1987), Amin (1993), Scott (1997). 117. Cf. Leland (1985), BoyleNorst (1992).

Pritsch (2000). Cf. TrigeorgislMason (1987), Pindyck (1988). Cf. BrennanlTrigeorgis (2000), McDonaldiSiegel (1985). Cf. MyersIMajd (1990). Cf. Margrabe (1978). Cf. Kensinger (1987), Kulatilaka (1988, 1993). Cf. BaeckerlHommel (2003). Cf. Myers (1977), Kester (1984). Options to innovate represent a sub-category of the wider class of options to grow. Cf. Childsrrriantis (1999). Cf. HuchzermeierlLoch (2001). Cf. Trigeorgis (1996b). American options can therefore expected to interact more strongly than European options.

Trigeorgis (1996b). Cf. Margrabe (1978). Cf. Stulz (1982). Cf. Geske (1979b). A generalization of the Geske fonnula possibly more appropriate for the valuation of compound (growth) options is presented in arecent article by ElettraIRosseIla (2003). 96 Cf. Johnson (1987). 97 Cf. Carr (1988). 98 For a textbook treatment of special cases such as adaptive mesh models cf. Wilmott et al. (1993). 99 Cf. BroadielDetemple (1996). 100 Cf. Boyle (1988). 101 Cf. Boyle et al. (1989), KamradlRitchken (1991).

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Real Options by Philipp N. Baecker, Prof. Ulrich Hommel (auth.), Prof. Dr. Thomas Dangl, Prof. Dr. Michael Kopel, Prof. Dr. Wolfgang Kürsten (eds.)


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