Real options with unknown-date events

DOI10.1007/S10436-010-0153-7zbMath1225.91066OpenAlexW3124918687MaRDI QIDQ645513

Francisco Ruiz-Aliseda, Oscar Gutiérrez

Publication date: 15 November 2011

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-010-0153-7

zbMATH Keywords

hazard rateoption valueinvestment under uncertaintybad news principlesimple and compound options

Mathematics Subject Classification ID

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

Related Items (3)

The dampening effect of iceberg orders on small traders' welfare, a real options perspective ⋮ Technological advances and the decision to invest ⋮ When and how much to invest? Investment and capacity choice under product life cycle uncertainty

Cites Work

• American options: the EPV pricing model
• The effect of uncertainty on investment timing in a real options model
• Devaluating projects and the investment-uncertainty relationship
• On the investment-uncertainty relationship in a real options model
• Real Options and Product Life Cycles
• Funding Criteria for Research, Development, and Exploration Projects
• Strategic Delay in a Real Options Model of R&D Competition
• Investment Incentives in Procurement Auctions

This page was built for publication: Real options with unknown-date events