Journal of Property Investment & Finance: Volume 19 Issue 1

Subject:

Table of contents

The pricing of real options in discrete time models: Another story of the value of waiting to invest

Yuichiro Kawaguchi, Kazuhiro Tsubokawa

This paper proposes a discrete time real options model with time‐dependent and serial correlated return process for a real estate development problem with waiting options. Based…

2151

Optimal timing of a real estate development under uncertainty

Tien Foo Sing

This paper recasts the land development problems of Williams (1991) and Quigg (1993) by explicitly dealing with the effects of scale elasticity of unit rental and unit…

2529

Empirical testing of real option pricing models using Land Price Index in Japan

Ritsuko Yamazaki

The purpose of this research is to examine the way uncertainty plays a role in built land prices. This paper provides basic real option pricing models of land prices on the demand…

2192

Real options in real estate development

Dominik I. Lucius

The interpretation and valuation of real options by means of options pricing theory can be regarded as a relatively new paradigm of investment theory. Option pricing theory based…

6958

Serviced apartments in the UK – a growth sector?

Sue Foxley

Up until relatively recently there have been few alternatives to hotels for business or leisure travellers seeking longer‐term accommodation in the UK. While serviced apartments…

3209
Cover of Journal of Property Investment & Finance

ISSN:

1463-578X

Online date, start – end:

1999

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editor:

  • Nick French