A model of sequential investment

DOI10.1016/S0165-1889(97)00066-3zbMATH Open0902.90011OpenAlexW2048818380MaRDI QIDQ1128530FDOQ1128530

William C. Strange, A. Bar-Ilan

Publication date: 13 August 1998

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(97)00066-3

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zbMATH Keywords

suspensionlagssequential investmenttwo-stage sequential investment

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Economic growth models (91B62)

Cites Work

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• The joint density of the maximum and its location for a Wiener process with drift
• Funding Criteria for Research, Development, and Exploration Projects
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• Investment and the Valuation of Firms When There is an Option to Shut Down

Cited In (17)

• Optimal reinsurance strategy under fixed cost and delay
• A unified treatment of dividend payment problems under fixed cost and implementation delays
• Uncertainty and stepwise investment
• Optimal stochastic impulse control with random coefficients and execution delay
• Modeling Strategic Investment Decisions Under Sequential Technological Change
• The effects of implementation delay on decision-making under uncertainty
• A model of investment under uncertainty with time to build, market incompleteness and risk aversion
• Time-to-build and capacity expansion
• Uncertainty and the trade-off between scale and flexibility in investment
• Investment and financing decisions in the presence of time-to-build
• Entry and exit decisions based on a discount factor approach
• Title not available (Why is that?)
• Real R\&D options with time-to-learn and learning-by-doing
• Investment timing and capacity decisions with time-to-build in a duopoly market
• Optimal Sequential Investment Decision-Making with Jump Risk
• Title not available (Why is that?)
• IRREVERSIBLE INVESTMENT, OPERATING FLEXIBILITY, AND TIME LAGS

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