Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue

Don M. Chance
Don M. Chance
[email protected]
Department of Finance, Louisiana State University, Baton Rouge, Louisiana 70803
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,
Eric Hillebrand
Eric Hillebrand
[email protected]
Department of Economics, Louisiana State University, Baton Rouge, Louisiana 70803
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,
Jimmy E. Hilliard
Jimmy E. Hilliard
[email protected]
Department of Finance, Louisiana State University, Baton Rouge, Louisiana 70803
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Don M. Chance

[email protected]

Department of Finance, Louisiana State University, Baton Rouge, Louisiana 70803

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,

Eric Hillebrand

Eric Hillebrand

[email protected]

Department of Economics, Louisiana State University, Baton Rouge, Louisiana 70803

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,

Jimmy E. Hilliard

Jimmy E. Hilliard

[email protected]

Department of Finance, Louisiana State University, Baton Rouge, Louisiana 70803

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Published Online:1 May 2008https://doi.org/10.1287/mnsc.1070.0826

Supplemental Material

mnsc.1070.0826-sm-ec.pdf (390 KB)

mnsc.1070.0826-sm-excel_movie_data_files.zip (775 KB)

mnsc.1070.0826-sm-matlab_files.zip (5 KB)

mnsc.1070.0826-sm-winbugs_code.zip (34 KB)

cover image Management Science

Volume 54, Issue 5

May 2008

Pages iv-1036

Article Information

Supplemental Material

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Received:February 28, 2006
Published Online:May 01, 2008

Copyright © 2008, INFORMS

Cite as

Don M. Chance, Eric Hillebrand, Jimmy E. Hilliard, (2008) Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue. Management Science 54(5):1015-1028.

https://doi.org/10.1287/mnsc.1070.0826

Keywords