The effects of abandonment options on investment timing and intensity

DOI10.1111/J.1467-8586.2011.00399.XMaRDI QIDQ4899995zbMATH OpenOpenAlexFDO

Authors Kit Pong Wong

Publication date 10 January 2013

Published in Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-8586.2011.00399.x

zbMATH Keywords

investment timinginvestment intensityabandonment options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• The effects of abandonment options on investment timing and profit sharing of FDI
• The effect of uncertainty on investment timing in a real options model
• Timing of investment under technological and revenue-related uncertainties
• Pricing real abandonment options on several R\&D investment projects
• Optimal investment and abandonment decisions for projects with construction uncertainty

Cites work

• A Dynamic Model of Optimal Capital Structure
• Investment and the Valuation of Firms When There is an Option to Shut Down
• On the investment-uncertainty relationship in a real options model
• On the neutrality of debt in investment intensity
• Options, the Value of Capital, and Investment
• The effect of uncertainty on investment timing in a real options model

Cited in

(2)

• Pricing real abandonment options on several R\&D investment projects
• The effects of abandonment options on investment timing and profit sharing of FDI

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