The real option value of cash

DOI10.1093/ROF/RFS034MaRDI QIDQ4554086zbMATH OpenOpenAlexFDO

Authors Michael Kisser

Publication date 7 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfs034

zbMATH Keywords

cashcash retention policyreal option value

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• Uncertainty and the value of cash holdings
• Money as real options in a cash-in-advance economy
• Options, the Value of Capital, and Investment
• Model risk in real option valuation
• scientific article; zbMATH DE number 1861570

Cited in

(4)

• Money as real options in a cash-in-advance economy
• Revisiting corporate growth options in the presence of state-dependent cashflow risk
• Uncertainty and the value of cash holdings
• The worst case for real options

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