Finite project life and uncertainty effects on investment
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Publication:844709
DOI10.1016/J.JEDC.2007.10.003zbMATH Open1181.91331OpenAlexW2073304255MaRDI QIDQ844709FDOQ844709
Authors: Sebastian Gryglewicz, Kuno J. M. Huisman, Peter M. Kort 
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://research.tilburguniversity.edu/en/publications/55153914-7cb5-4afc-8364-182179d99559
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Cites Work
- An Intertemporal Capital Asset Pricing Model
- American-style derivatives. Valuation and computation.
- Option pricing when underlying stock returns are discontinuous
- Investment timing and learning externalities
- Uncertainty, Investment, and Industry Evolution
- Investment under alternative return assumptions
- The effect of mean reversion on investment under uncertainty
- Investment under uncertainty and policy change
- Irreversible investment with regime shifts
- A valuation model for firms with stochastic earnings
- The effect of uncertainty on investment timing in a real options model
- On the investment-uncertainty relationship in a real options model
- The effects of information on strategic investment and welfare
- Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
- A generalized complementarity approach to solving real option problems
- Cost uncertainty and the rate of investment
Cited In (14)
- Real option pricing under the regime-switching model with jumps on a finite time horizon
- Incomplete markets, ambiguity, and irreversible investment
- The worst case for real options
- Dynamic investment and capital structure under manager-shareholder conflict
- Re-evaluating natural resource investments under uncertainty: an alternative to limited traditional approaches
- REAL OPTION SIGNALING GAMES OF DEBT FINANCING USING EQUITY GUARANTEE SWAPS UNDER ASYMMETRIC INFORMATION
- Investment timing, asymmetric information, and audit structure: a real options framework
- The effect of uncertainty on investment timing in a real options model
- Optimal R\&D investment for a risk-averse entrepreneur
- On the firm's option values of short-time work policies
- Devaluating projects and the investment-uncertainty relationship
- On the investment-uncertainty relationship in a real options model
- Excessive risk taking and the maturity structure of debt
- The interaction of debt financing, cash grants and the optimal investment policy under uncertainty
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