Concepedia

Option Value

Option Value is a non-use value in environmental economics representing the willingness to pay for preserving the future possibility of using a resource, distinct from its current use or existence value.

1.2K

Publications

99.1K

Citations

1.9K

Authors

908

Institutions

Publications per year

2017–2026

118

Parents

Children

Publications

1.2K

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

, , +13

Valuing American Options by Simulation: A Simple Least-Squares Approach

Francis A. Longstaff, Eduardo S. Schwartz · Review of Financial Studies · 2001 · 3.3K citations

, , +16

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

, , +12

Option valuation using the fast Fourier transform

Peter Carr, Dilip B. Madan · The Journal of Computational Finance · 1999 · 2.3K citations

, , +17

The Valuation of Uncertain Income Streams and the Pricing of Options

Mark Rubinstein · The Bell Journal of Economics · 1976 · 1.7K citations

, , +17

1–5 of 1.2K

Authors

1.9K

  1. RE
    Robert E. Whaley

    Vanderbilt University, United States

    11 publications · 2.5K citations

    11

    h-index

  2. PC
    Peter Carr

    New York University, United States

    10 publications · 3.4K citations

    10

    h-index

  3. KJ
    Kris Jacobs

    University of Houston, United States

    9 publications · 889 citations

    9

    h-index

  4. PC
    Peter Christoffersen

    University of Toronto, Canada

    9 publications · 889 citations

    9

    h-index

  5. FA
    Francis A. Longstaff

    University of California, Los Angeles, United States

    8 publications · 4K citations

    8

    h-index

1–5 of 1.9K

Institutions

908

  1. University of California, Berkeley

    Berkeley, United States

    17 h-index

    24 publications

    21.8K citations

  2. New York University

    New York, United States

    16 h-index

    22 publications

    1.6K citations

  3. Stanford University

    Stanford, United States

    15 h-index

    23 publications

    24.1K citations

  4. University of Toronto

    Toronto, Canada

    14 h-index

    23 publications

    1.4K citations

  5. National Bureau of Economic Research

    Cambridge, United States

    13 h-index

    17 publications

    698 citations

  6. University of International Business and Economics

    Beijing, China

    12 h-index

    18 publications

    360 citations

  7. University of Warwick

    Coventry, United Kingdom

    11 h-index

    11 publications

    1.4K citations

  8. The University of Texas at Austin

    Austin, United States

    11 h-index

    13 publications

    840 citations

1–8 of 908

Venues

  1. The Journal of Finance

    64 publications · 10.4K citations

    39

    h-index

  2. Journal of Financial Economics

    32 publications · 17.4K citations

    30

    h-index

  3. SSRN Electronic Journal

    Repository · 77 publications · 3K citations

    28

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 31 publications · 3.4K citations

    24

    h-index

  5. Journal of Futures Markets

    47 publications · 1.4K citations

    21

    h-index

1–5