1 |
Arnold, T. and Shockley, R. L. (2002). "Real options, corporate finance, and the foundations of value maximization." Journal of Applied Corporate Finance, 15(2), pp. 82-88.
DOI
|
2 |
Cox, J. C., Ross, S. A., and Rubinstein, M. (1979). "Option pricing: A simplified approach." Journal of Financial Economics, 7(3), pp. 229-263.
DOI
|
3 |
Duffie, D. and Huang, C. (1985). "Implementing arrow-debreu equilibria by continuous trading of few long lived securities." Econometrica, 53(6), pp. 1337-1356.
DOI
|
4 |
Harrison, J. M. and Kreps D. M. (1979). "Martingales and arbitrage in multiperiod securities markets." Journal of Economic Theory, 20(3), pp. 381-408.
DOI
|
5 |
Hull, J. C. (2008). Options, Futures, and Other Derivatives, 7th ed, Pearson Education, Upper Saddle River, NJ.
|
6 |
Jager-Waldau, A. (2014). PV Status Report 2014, Joint Research Centre, Ispra (VA), Italy.
|
7 |
Kim, B., Kim, D. Y., and Han, S. H. (2009). "Supporting market entry decisions for global expansion using option+scenario planning analysis." Korean Journal of Construction Engineering and Management, KICEM, 10(5), pp. 135-147.
|
8 |
Koo, B., Park, J.-H., and Kim, C.-W. (2014). "Using the binomial option pricing model for strategic sales of CER's to improve the economic feasibility of CDM projects." Korean Journal of Construction Engineering and Management, KICEM, 15(1), pp. 111-121.
DOI
|
9 |
Shockley, R. L. (2006). An Applied Course in Real Options Valuation, Thomson South-Western, Mason, OH.
|