A model for irreversible investment with construction and revenue uncertainty

DOI10.1016/j.jedc.2015.06.001zbMath1401.91567OpenAlexW1914032144MaRDI QIDQ1657537

Jacco J. J. Thijssen

Publication date: 13 August 2018

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

Full work available at URL: https://eprints.whiterose.ac.uk/88040/1/JEDCsubmissionR1.pdf

zbMATH Keywords

optimal stoppinginvestment under uncertaintyrailway investment

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (3)

A model of investment under uncertainty with time to build, market incompleteness and risk aversion ⋮ Optimal investment and abandonment decisions for projects with construction uncertainty ⋮ Impact of Plant Utilization on Irreversible Investment Under Uncertainty with Application to Refinery Investment

Cites Work

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• On the investment-uncertainty relationship in a real options model
• Implementation lag and the investment decision
• A model of R\&D valuation and the design of research incentives
• Perpetual American Options Under Lévy Processes
• The impact of delivery lags on irreversible investment under uncertainty

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