On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406): Difference between revisions

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+https://doi.org/10.1016/j.mathsocsci.2013.01.005
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+Irreversible investment with Cox-Ingersoll-Ross type mean reversion
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+Devaluating projects and the investment-uncertainty relationship
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+On the investment-uncertainty relationship in a real options model
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+Preemption in a real option game with a first mover advantage and player-specific uncertainty
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+The effect of uncertainty on investment timing in a real options model
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