On the investment–uncertainty relationship in a real option model with stochastic volatility

Investment Under Uncertainty.

Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations

Business, Business Economics, Economics +16

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Steven L. Heston · Review of Financial Studies · 1993 · 9.1K citations

Business, Economics, Finance +13

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

Agriculture, Economics, Finance +17

Numerical Methods for Stochastic Control Problems in Continuous Time

Harold J. Kushner · SIAM Journal on Control and Optimization · 1990 · 1.5K citations

Engineering, Mathematics, Dynamical Systems +13

Irreversible Investment, Capacity Choice and the Value of the Firm

Robert S. Pindyck · AgEcon Search (University of Minnesota, USA) · 1986 · 1.3K citations · Full text

Management, Business Economics, Economics +17