The impacts of uncertainties in a real options model under incomplete information

DOI10.1016/J.EJOR.2006.09.019zbMath1137.91473OpenAlexW2075079459MaRDI QIDQ2467288

Takashi Shibata

Publication date: 21 January 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.09.019

zbMATH Keywords

Kalman filteringdecision analysisfinanceincomplete information theoryreal options valuation methods

Mathematics Subject Classification ID

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Cites Work

• On contiguity of probability measures corresponding to semimartingales
• Martingales and arbitrage in multiperiod securities markets
• Real options and preemption under incomplete information
• Quadratic Convergence for Valuing American Options Using a Penalty Method
• R&D Investments with Competitive Interactions
• Strategic Delay in a Real Options Model of R&D Competition
• The Role of Learning in Dynamic Portfolio Decisions *
• Investment Timing Under Incomplete Information
• Tools for computational finance
• Stochastic differential equations. An introduction with applications.
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