Advancing Architecture Options Theory: Six Industrial Case Studies
Author
Abstract
Suggested Citation
DOI: 10.1002/sys.21312
Download full text from publisher
References listed on IDEAS
- Avner Engel & Tyson R. Browning, 2008. "Designing systems for adaptability by means of architecture options," Systems Engineering, John Wiley & Sons, vol. 11(2), pages 125-146, June.
- Robert C. Merton, 2005.
"Theory of rational option pricing,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288,
World Scientific Publishing Co. Pte. Ltd..
- Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring.
- Scott Mathews & Vinay Datar & Blake Johnson, 2007. "A Practical Method for Valuing Real Options: The Boeing Approach," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(2), pages 95-104, March.
- Robert Schmidt & Kasper Sanchez Vibaek & Simon Austin, 2014. "Evaluating the adaptability of an industrialized building using dependency structure matrices," Construction Management and Economics, Taylor & Francis Journals, vol. 32(1-2), pages 160-182, February.
- Robert Shishko & Donald H. Ebbeler & George Fox, 2004. "NASA technology assessment using real options valuation," Systems Engineering, John Wiley & Sons, vol. 7(1), pages 1-13.
- Pimmler, Thomas U. (Thomas Udo) & Eppinger, Steven D., 1994. "Integration analysis of product decompositions," Working papers 3690-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Guthrie, Graeme, 2009. "Real Options in Theory and Practice," OUP Catalogue, Oxford University Press, number 9780195380637.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Avner Engel & Tyson R. Browning, 2008. "Designing systems for adaptability by means of architecture options," Systems Engineering, John Wiley & Sons, vol. 11(2), pages 125-146, June.
- Barbara Glensk & Christiane Rosen & Reinhard Madlener, 2016.
"A Real Options Model for the Disinvestment in Conventional Power Plants,"
Operations Research Proceedings, in: Marco Lübbecke & Arie Koster & Peter Letmathe & Reinhard Madlener & Britta Peis & Grit Walther (ed.), Operations Research Proceedings 2014, edition 1, pages 173-179,
Springer.
- Glensk, Barbara & Madlener, Reinhard, 2015. "A Real Options Model for the Disinvestment in Conventional Power Plants," FCN Working Papers 9/2015, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Piotr W. Saługa & Paweł Grzesiak & Jacek Kamiński, 2020. "Valuation of Decision Flexibility and Strategic Value in Coal Gasification Projects with the Option-To-Switch between Different Outputs," Energies, MDPI, vol. 13(11), pages 1-20, June.
- Glensk, Barbara & Madlener, Reinhard, 2017.
"Evaluating the Enhanced Flexibility of Lignite-Fired Power Plants: A Real Options Analysis,"
FCN Working Papers
107/2016, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Glensk, Barbara & Madlener, Reinhard, 2017. "Evaluating the Enhanced Flexibility of Lignite-Fired Power Plants: A Real Options Analysis," FCN Working Papers 10/2016, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Barbara Glensk & Reinhard Madlener, 2019.
"Energiewende @ Risk: On the Continuation of Renewable Power Generation at the End of Public Policy Support,"
Energies, MDPI, vol. 12(19), pages 1-25, September.
- Glensk, Barbara & Madlener, Reinhard, 2019. "Energiewende @ Risk: On the Continuation of Renewable Power Generation at the End of Public Policy Support," FCN Working Papers 5/2019, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised 01 Nov 2019.
- Schachter, J.A. & Mancarella, P., 2016. "A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 261-271.
- Hu, Qiwei & Zhang, Anming, 2015. "Real option analysis of aircraft acquisition: A case study," Journal of Air Transport Management, Elsevier, vol. 46(C), pages 19-29.
- Kau, James B. & Keenan, Donald C., 1999. "Patterns of rational default," Regional Science and Urban Economics, Elsevier, vol. 29(6), pages 765-785, November.
- Carol Alexandra & Leonardo M. Nogueira, 2005. "Optimal Hedging and Scale Inavriance: A Taxonomy of Option Pricing Models," ICMA Centre Discussion Papers in Finance icma-dp2005-10, Henley Business School, University of Reading, revised Nov 2005.
- Weihan Li & Jin E. Zhang & Xinfeng Ruan & Pakorn Aschakulporn, 2024. "An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(7), pages 1117-1153, July.
- Jun, Doobae & Ku, Hyejin, 2015. "Static hedging of chained-type barrier options," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 317-327.
- Thomas Kokholm & Martin Stisen, 2015. "Joint pricing of VIX and SPX options with stochastic volatility and jump models," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 16(1), pages 27-48, January.
- Vorst, A. C. F., 1988. "Option Pricing And Stochastic Processes," Econometric Institute Archives 272366, Erasmus University Rotterdam.
- Antoine Jacquier & Patrick Roome, 2015. "Black-Scholes in a CEV random environment," Papers 1503.08082, arXiv.org, revised Nov 2017.
- Boyarchenko, Svetlana & Levendorskii[caron], Sergei, 2007.
"Optimal stopping made easy,"
Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 201-217, February.
- Svetlana Boyarchenko & Sergey Levendorskiy, 2004. "Optimal stopping made easy," Finance 0410016, University Library of Munich, Germany.
- Robert C. Merton, 2006. "Paul Samuelson and Financial Economics," The American Economist, Sage Publications, vol. 50(2), pages 9-31, October.
- Ammann, Manuel & Kind, Axel & Wilde, Christian, 2003. "Are convertible bonds underpriced? An analysis of the French market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 635-653, April.
- Sergio Zúñiga, 1999.
"Modelos de Tasas de Interés en Chile: Una Revisión,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
- Sergio Zúñiga, 1999. "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
- Hortensia Fontanals Albiol & Sergio Zuniga, 2002. "Modelos de tasas de interes en Chile: una revision," Working Papers in Economics 87, Universitat de Barcelona. Espai de Recerca en Economia.
- Zhijian (James) Huang & Yuchen Luo, 2016. "Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market," JRFM, MDPI, vol. 9(2), pages 1-20, May.
- José Martins & Rui Cunha Marques & Carlos Oliveira Cruz & Álvaro Fonseca, 2017. "Flexibility in planning and development of a container terminal: an application of an American-style call option," Transportation Planning and Technology, Taylor & Francis Journals, vol. 40(7), pages 828-840, October.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:syseng:v:18:y:2015:i:4:p:396-414. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1520-6858 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.