Real Options

DOI10.1016/S1570-8659(08)00013-6MaRDI QIDQ3631196zbMATH OpenOpenAlexFDO

Authors Alain Bensoussan

Publication date 5 June 2009

Published in Special Volume: Mathematical Modeling and Numerical Methods in Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s1570-8659(08)00013-6

zbMATH Keywords

asset pricingconsumer capital asset pricing model (CCAPM)contingent claimincentivesoption of abandonmentoption of mothballingoption to investprojectreal option

Mathematics Subject Classification ID

Variational inequalities (49J40) Corporate finance (dividends, real options, etc.) (91G50) Financial applications of other theories (91G80)

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