THE VALUE OF FIGHTING IRREVERSIBLE DEMISE BY SOFTENING THE IRREVERSIBLE COST

DOI10.1142/S021902490600372XMaRDI QIDQ5483502zbMATH OpenOpenAlexFDO

Authors Paul Magis, Alessandro Sbuelz

Publication date 14 August 2006

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021902490600372x

zbMATH Keywords

double barrier optionstechnology innovationcost irreversibilitydemise irreversibility

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• HEDGING DOUBLE BARRIERS WITH SINGLES
• Optimal timing of technology adoption

Cited in

(1)

• Real options with a double continuation region

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