The real option value of cash

DOI10.1093/ROF/RFS034zbMATH Open1417.91543OpenAlexW3121269777MaRDI QIDQ4554086FDOQ4554086

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

Recommendations

• Uncertainty and the value of cash holdings
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• scientific article; zbMATH DE number 1861570

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)

Cited In (4)

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

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