Real Options

DOI10.1016/S1570-8659(08)00013-6zbMath1180.91303OpenAlexW4250197655MaRDI QIDQ3631196

Alain Bensoussan

Publication date: 5 June 2009

Published in: Special Volume: Mathematical Modeling and Numerical Methods in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1570-8659(08)00013-6

zbMATH Keywords

asset pricingincentivesreal optioncontingent claimprojectconsumer capital asset pricing model (CCAPM)option of abandonmentoption of mothballingoption to invest

Mathematics Subject Classification ID

Variational inequalities (49J40) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

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