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Calculating abandonment value using option pricing theory. (1983). Majd, Saman., ; Myers, Stewart C..
In: Working papers.
RePEc:mit:sloanp:2056.

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Cited: 8

Citations received by this document

Cites: 10

References cited by this document

Cocites: 50

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Hedging renewable energy investments with Bitcoin mining. (2021). De, Felipe V ; Bastian-Pinto, Carlos L ; Gomes, Leonardo L ; Brando, Luiz E.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:138:y:2021:i:c:s1364032120308054.

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  2. Abandonment Decision-Making of Overseas Oilfield Project Coping with Low Oil Price. (2020). Tang, Bao-Jun ; Cao, Hong ; Zhou, Hui-Ling.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9837-2.

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  3. Merge to be too big to fail: A real option approach. (2017). Zhu, Jiaqing ; Li, Guangzhong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:342-353.

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  4. Quasi-option value under ambiguity. (2005). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:4:y:2005:i:3:p:1-10.

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  5. Quasi-option value under ambiguity. (2005). Fontini, Fulvio ; Basili, Marcello.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-05d80003.

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  6. Valuing Flexible Manufacturing Facilities as Options. (1998). Conover, James ; Chen, Andrew H. ; Kensinger, John W..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:38:y:1998:i:3:p:651-674.

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  7. Time to Build, Option Value, and Investment Decisions. (1985). Pindyck, Robert ; Majd, Saman .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1654.

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  8. Valuing the Governments Tax Claim on Risky Corporate Assets. (1985). Majd, Saman ; Myers, Stewart C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1553.

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References

References cited by this document

  1. 1. Black, F., and M. Scholes, The Pricing of Options and Corporate Liabilities, Journal of Political Economy, May/June 1973, 637-659.

  2. 10. Mason, S., The Theory of the Numerical Analysis of Certain Free Boundary Problems Arising in Financial Economics,
    Paper not yet in RePEc: Add citation now

  3. 14. Dyl, E., and H. Long, Abandonment Value and Capital Budgeting: Comment, Journal of Finance, March 1969, 88-95.

  4. 2. Brennan, M., and E.Schwartz, Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis, Journal of Financial and Quantitative Analysis, September 1978, ~461-4714.

  5. 3. Brennan, M., and E.Schwartz, Savings Bonds, Retractable Bonds and Callable Bonds, Journal of Financial Economics, August 1977, 67-88.

  6. 5. Fischer, S., Call Option Pricing When The Exercise Price Is Uncertain, And The Valuation of Index Bonds, Journal 36 of Finance, March 1978, 169-176.

  7. 6. Geske, R., The Pricing of Options With Stochastic Dividend Yield, Journal of Finance, May 1978, 617-625.

  8. 7. Geske, R., and K. Shastri, Valuation By Approximation: A Comparison of Alternative Option Valuation Techniques, Working Paper 13-82, Graduate School of Management, U.C.L.A., 1982.

  9. 8. Kensinger, J., Project Abandonment as a Put Option: Dealing With the Capital Investment Decision and Operating Risk Using Option Pricing Theory, Working Paper 80-121, Edwin L. Cox School of Business, Southern Methodist University, 1980.
    Paper not yet in RePEc: Add citation now

  10. 9. Margrabe, W., The Valuation of an Option to Exchange One Asset for Another, Journal of Finance, March 1978, 177-186.

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