Irreversible investment and discounting: an arbitrage pricing approach

DOI10.1007/s10436-008-0108-4zbMath1233.91312OpenAlexW3123180579MaRDI QIDQ666449

Jacco J. J. Thijssen

Publication date: 8 March 2012

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

Full work available at URL: https://doi.org/10.1007/s10436-008-0108-4

zbMATH Keywords

real optionsdiscount factors

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

Related Items

On an irreversible investment problem with two-factor uncertainty ⋮ The worst case for real options ⋮ Preemption in a real option game with a first mover advantage and player-specific uncertainty ⋮ Symmetric equilibrium strategies in game theoretic real option models ⋮ Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game ⋮ Technological advances and the decision to invest ⋮ On the neutrality of debt in investment intensity ⋮ Incomplete markets, ambiguity, and irreversible investment ⋮ A model of investment under uncertainty with time to build, market incompleteness and risk aversion

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