I am grateful to William T. Moore (the former editor), Steve Ott (the referee), Mark Shackleton, Dick Stapleton, Daniel Terfassa, and Sanjay Unni for their suggestions related to this paper. I also wish to thank the participants at the EFMA annual meeting (Athens), the FMA annual meeting (Seattle), the MFS annual meeting (Cyprus), and the International Conference on Real Options (Cyprus) for their comments on previous drafts. A previous version of this article circulated with the title “The Valuation of Options on Multiple Operating Cash Flows.”
VALUATION OF EVENT-CONTINGENT OPTIONS
Version of Record online: 1 NOV 2006
Journal of Financial Research
Volume 29, Issue 4, pages 537–557, Winter 2006
How to Cite
Câmara, A. (2006), VALUATION OF EVENT-CONTINGENT OPTIONS. Journal of Financial Research, 29: 537–557. doi: 10.1111/j.1475-6803.2006.00193.x
- Issue online: 1 NOV 2006
- Version of Record online: 1 NOV 2006
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