Optimal risk adoption: a real options approach
From MaRDI portal
Publication:1422242
DOI10.1007/s00199-002-0349-9zbMath1175.91082OpenAlexW1971098512MaRDI QIDQ1422242
Luis H. R. Alvarez, Rune Stenbacka
Publication date: 5 February 2004
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10227/157
Related Items
Stepwise investment and capacity sizing under uncertainty, Optimal and strategic timing of mergers and acquisitions motivated by synergies and risk diversification, Model-free analysis of real option exercise probability and timing, Real options approach for fashionable and perishable products using stock loan with regime switching, Model risk in real option valuation, Strategic technology switching under risk aversion and uncertainty, Optimal regime switching under risk aversion and uncertainty, Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture, Can properly discounted projects follow geometric Brownian motion?