Microgrid investment under uncertainty: a real option approach using closed form contingent analysis

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations

Option Pricing, Liability (Financial Accounting), Asset Pricing +11

Investment Under Uncertainty.

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

Investment Strategy, Economics, High Uncertainty +13

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Eduardo S. Schwartz, James E. Smith · Management Science · 2000 · 1.1K citations

Economics, Financial Economics, Asset Pricing +14

On stochastic differential equations

Kiyosi Itô · Memoirs of the American Mathematical Society · 1951 · 779 citations

Stochastic Dynamical System, Stochastic Differential Equations, Stochastic Calculus +1

The Dynamics of Commodity Spot and Futures Markets: A Primer

Robert S. Pindyck · The Energy Journal · 2001 · 596 citations

Trade, Commodity Spot, Commodity Market +18