The impacts of uncertainties in a real options model under incomplete information
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Publication:2467288
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Cites work
- scientific article; zbMATH DE number 1535648 (Why is no real title available?)
- scientific article; zbMATH DE number 1546853 (Why is no real title available?)
- scientific article; zbMATH DE number 5240439 (Why is no real title available?)
- Investment Timing Under Incomplete Information
- Martingales and arbitrage in multiperiod securities markets
- On contiguity of probability measures corresponding to semimartingales
- Quadratic convergence for valuing American options using a penalty method
- R&D Investments with Competitive Interactions
- Real options and preemption under incomplete information
- Real options in a duopoly market with general volatility structure
- Stochastic differential equations. An introduction with applications.
- Strategic Delay in a Real Options Model of R&D Competition
- The Role of Learning in Dynamic Portfolio Decisions *
- Tools for computational finance
Cited in
(9)- Evaluation of firm's loss due to incomplete information in real investment decision
- An internet banking system establishment with transaction rate uncertainty: a real options approach
- Investment timing, asymmetric information, and audit structure: a real options framework
- Optimal ownership of entrepreneurial firms with rational inattention
- Real options in operations research: a review
- scientific article; zbMATH DE number 5524247 (Why is no real title available?)
- The impact of voluntary disclosure on a firm's investment policy
- Earnouts in mergers and acquisitions: a game-theoretic option pricing approach
- Interactions between investment timing and management effort under asymmetric information: costs and benefits of privatized firms
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