An experimental study on real-options strategies
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Publication:5745643
DOI10.1080/14697688.2012.691984zbMATH Open1279.91179OpenAlexW3124247279MaRDI QIDQ5745643FDOQ5745643
Authors: Mei Wang, Abraham Bernstein, Marc Chesney 
Publication date: 30 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/49680/1/An_Experimental_Study_on_real-options_strategies.pdf
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Cites Work
Cited In (6)
- The worst case for real options
- Risky choices in strategic environments: an experimental investigation of a real options game
- A real options approach for entering the Internet securities trading businesses with start‐up time
- Renewable auctions: bidding for real options
- Individual antecedents of real options appraisal: the role of national culture and ambiguity
- Flexibility of transport choice in a real-option setting: an experimental case study
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