An option pricing approach to evaluating petroleum projects

Evaluating Natural Resource Investments

Michael J. Brennan, Eduardo S. Schwartz · The Journal of Business · 1985 · 2.4K citations

Business, Economics, Finance +17

THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER

William Margrabe · The Journal of Finance · 1978 · 1.6K citations

Business, Economics, Finance +9

The option pricing model and the risk factor of stock

Dan Galai, Ronald W. Masulis · Journal of Financial Economics · 1976 · 1.3K citations

Business, Finance, Risk Management +14

The valuation of compound options

Robert Geske · Journal of Financial Economics · 1979 · 1.1K citations

Business, Economics, Finance +12

Time to build, option value, and investment decisions

Saman Majd, Robert S. Pindyck · Journal of Financial Economics · 1987 · 934 citations

Business, Economics, Finance +14