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.
Areas of study and research
- Health Research
- Alliance for Research in Exercise, Nutrition and Activity (ARENA)
- Centre for Cancer Biology
- Centre for Drug Discovery and Development
- Centre for Population Health Research
- Centre of Research Excellence for the Prevention of Chronic Conditions in Rural and Remote High Risk Populations
- International Centre for Allied Health Evidence
- Medicine and Device Surveillance CRE
- Quality Use of Medicines and Pharmacy Research Centre
and Social Sciences
- Art, Architecture and Design
- Communication, International Studies and Languages
- Psychology, Social Work and Social Policy
- Hawke Research Institute
- Asia Pacific Centre for Work Health and Safety
- Australian Centre for Child Protection
- Barbara Hardy Institute
- Centre for Research in Education
- Hawke EU Jean Monnet Centre of Excellence
- Centre for Islamic Thought and Education
- International Centre for Muslim and non-Muslim Understanding
- Research Centre for Languages and Cultures
- Zero Waste SA Research Centre for Sustainable Design and Behaviour (sd+b)
IT, Engineering and
- Future Industries Institute
- UniSA College