To expand and to abandon: real options under asset variance risk premium

DOI10.1016/J.EJOR.2021.10.027zbMATH Open1495.91129OpenAlexW3213415806MaRDI QIDQ2116895FDOQ2116895

Hedayat Alibeiki, Babak Lotfaliei

Publication date: 18 March 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.10.027

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zbMATH Keywords

project managementvariance risk premiumreal optionabandonment optionexpansion option

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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Cited In (1)

• Contrasting effects of risk on investment in two sectors: evidence from Ireland on real options

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