Hysteresis effects under CIR interest rates

DOI10.1016/J.EJOR.2010.12.021zbMath1237.91223OpenAlexW3121310286MaRDI QIDQ418081

José Carlos Dias, Mark B. Shackleton

Publication date: 14 May 2012

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

Full work available at URL: http://hdl.handle.net/10071/9971

zbMATH Keywords

real optionsperpetuitiesfinanceinterest rate uncertaintyinvestment hysteresis

Mathematics Subject Classification ID

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

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• Optimal Investment with Costly Reversibility
• Options, the Value of Capital, and Investment

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