Investment decisions with finite-lived collars

DOI10.1016/J.JEDC.2019.04.008zbMath1418.91496OpenAlexW2942710535MaRDI QIDQ2002654

Dean Paxson, Paulo J. Pereira, Roger Adkins, Artur Rodrigues

Publication date: 12 July 2019

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

Full work available at URL: http://hdl.handle.net/1822/65729

zbMATH Keywords

investment opportunitiesfinite collarsperpetual collarsretractable collars

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (4)

Investment timing, capacity choice and optimal floors and ceilings ⋮ Feed-in tariff contract schemes and regulatory uncertainty ⋮ Trade credit contracts: design and regulation ⋮ A dynamic model for venture capitalists' entry-exit investment decisions

Cites Work

• Finite maturity caps and floors on continuous flows
• Renewable energy investments under different support schemes: a real options approach
• Option pricing when underlying stock returns are discontinuous

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