Investment timing, capacity choice and optimal floors and ceilings

DOI10.1016/J.JEDC.2022.104430zbMath1492.91415OpenAlexW4229031001MaRDI QIDQ2152329

Paulo J. Pereira, Dean Paxson, Artur Rodrigues

Publication date: 8 July 2022

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104430

zbMATH Keywords

real optionsprice floorscapacity choicecollarsprice ceilings

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Capacity choice in (strategic) real options models: a survey
• Finite maturity caps and floors on continuous flows
• Investment and capacity choice under uncertain demand
• Investment decisions with finite-lived collars
• Investment under uncertainty with price ceilings in oligopolies
• Stepwise investment and capacity sizing under uncertainty

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