VaR in real options analysis

Author:

Alesii Giuseppe

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference52 articles.

1. Adland, R., & Cullinane, K. (in press). A time-varying risk premium in the term structure of bulk shipping freight rates. Working paper, Center for International Economics and Shipping, Norwegian School of Economics and Business Administration; School of Marine Science and Technology, Univ. of Newcastle upon Tyne. Corresponding Address: University of Newcastle upon Tyne, Armstrong Building, Newcastle upon Tyne NE1 7RU, U.K.

2. Adland, R., Koekebakker, S., & Sodal, S. (2004). The value of market switching options for combination carriers (Working paper). Agder University College, School of Management, Serviceboks 422, 4604 Kristiansand, Norway. Presented ROG Meeting 2004, Montreal, Canada.

3. Alesii, G. (2000). Kulatilaka '88 as a cvp analysis in a real options framework: A review, gausstm codes and numerical examples (Working paper). http://papers.ssrn.com, Universita' degli studi-L'Aquila, Facolta' di Economia, Dipartimento di Sistemi ed Istituzioni per Economia. Posted on the Financial Economics Network in 2001.

4. Alesii, G. (2003). Var in real options analysis (Working paper). http://papers.ssrn.com May, Universita' degli studi - L'Aquila, Facolta' di Economia, Dipartimento di Sistemi ed Istituzioni per Economia. Posted on the Financial Economics Network in 2003.

5. Alesii, G. (2004). Rules of thumb in real options analysis (Working paper). http://papers.ssrn.com, Universita' degli studi - L'Aquila, Facolta' di Economia, Dipartimento di Sistemi ed Istituzioni per Economia, First Version December 2003. Posted on the Financial Economics Network in 2004.

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