The impacts of uncertainties in a real options model under incomplete information
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Publication:2467288
DOI10.1016/J.EJOR.2006.09.019zbMATH Open1137.91473OpenAlexW2075079459MaRDI QIDQ2467288FDOQ2467288
Authors: Takashi Shibata 
Publication date: 21 January 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.09.019
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Cites Work
- Stochastic differential equations. An introduction with applications.
- Martingales and arbitrage in multiperiod securities markets
- Real options and preemption under incomplete information
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- R&D Investments with Competitive Interactions
- Strategic Delay in a Real Options Model of R&D Competition
- Quadratic convergence for valuing American options using a penalty method
- On contiguity of probability measures corresponding to semimartingales
- The Role of Learning in Dynamic Portfolio Decisions *
- Real options in a duopoly market with general volatility structure
- Tools for computational finance
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- Investment Timing Under Incomplete Information
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Cited In (9)
- Evaluation of firm's loss due to incomplete information in real investment decision
- Optimal ownership of entrepreneurial firms with rational inattention
- Real options in operations research: a review
- Title not available (Why is that?)
- The impact of voluntary disclosure on a firm's investment policy
- Interactions between investment timing and management effort under asymmetric information: costs and benefits of privatized firms
- Investment timing, asymmetric information, and audit structure: a real options framework
- Earnouts in mergers and acquisitions: a game-theoretic option pricing approach
- An internet banking system establishment with transaction rate uncertainty: a real options approach
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