Regime uncertainty and optimal investment timing

DOI10.1016/J.JEDC.2009.04.002zbMath1176.91064OpenAlexW2056360023MaRDI QIDQ1042377

Ernesto Kazuhiro Nomi, Katsumasa Nishide

Publication date: 7 December 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2009.04.002

zbMATH Keywords

real optionsinvestment timingpolicy changeregime uncertainty

Mathematics Subject Classification ID

Related Items (1)

Environmental regulation, technological diversity, and the dynamics of technological change

Cites Work

• Investment under uncertainty and policy change
• On optimal stopping and free boundary problems
• Irreversible investment with regime shifts
• Optimal Stopping and the American Put
• The Mathematics of Financial Derivatives

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