Real options are often options to take investment decision and can be regarded as contingent claims on non traded assets.
Contact: John van der Hoek
C Saddler & J van der Hoek, 'Qualitative Methods for Extending Bandwidth Capacity', under review.
C Saddler and J van der Hoek, 'Quantitative Methods for Investment Decisions in Communication Networks', under review.
M Hamada, J van der Hoek & AD Hall, 'Pricing Electricity Forwards using real Options Theory', under review with the Journal of Energy Markets.
RJ Elliott & J van der Hoek, 'Pricing non Tradeable Assets: Duality Methods', in Indifference Pricing, edited by R Carmona. Princeton University Press, 2008.