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Applied Economics Volume 41, 2009 - Issue 23
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Original Articles

Real option value and random jumps: application of a simulation model

Susana Alonso-Bonis Department of Financial Economics and Accounting, Avda. Valle Esgueva 6, 47011-Valladolid, Spain
,
Valentín Azofra-Palenzuela Department of Financial Economics and Accounting, Avda. Valle Esgueva 6, 47011-Valladolid, Spain
&
Gabriel de la Fuente-Herrero Department of Financial Economics and Accounting, Avda. Valle Esgueva 6, 47011-Valladolid, SpainCorrespondence[email protected]
Pages 2977-2989 | Published online: 11 Apr 2011

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Fernando Antonio Lucena Aiube & Carlos Patricio Samanez. (2014) On the comparison of Schwartz and Smith’s two- and three-factor models on commodity prices. Applied Economics 46:30, pages 3736-3749.
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Luca Vincenzo Ballestra & Graziella Pacelli. (2011) The constant elasticity of variance model: calibration, test and evidence from the Italian equity market. Applied Financial Economics 21:20, pages 1479-1487.
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Qian Liu, Zaiyi Liao, Qi Guo, Dagmawi Mulugeta Degefu, Song Wang & Feihong Jian. (2019) Effects of Short-Term Uncertainties on the Revenue Estimation of PPP Sewage Treatment Projects. Water 11:6, pages 1203.
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Jihane Gharib, Abdelaziz Berrado & Loubna Benabbou. (2019) Real Options Framework for Dealing with Uncertainty in Project Management: A Moroccan Infrastructure Project. International Journal of Industrial Engineering and Operations Management 01:01.
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Timothy Hillman, Nan Zhang & Zhuo Jin. (2018) Real-Option Valuation in a Finite-Time, Incomplete Market with Jump Diffusion and Investor-Utility Inflation. Risks 6:2, pages 51.
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Lan Ge, Michiel van Galen, Marcel van Asseldonk, Jos Verstegen, Marc Ruijs, Olaf Hietbrink, Madeleine van Mansfeld, Peter Smeets & Arjen Simons. (2011) The nature of agroparks: synergy versus risk. Agribusiness 27:4, pages 509-523.
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