Real options with unknown-date events

DOI10.1007/S10436-010-0153-7MaRDI QIDQ645513zbMATH OpenOpenAlexFDO

Authors Oscar Gutiérrez, Francisco Ruiz-Aliseda

Publication date 15 November 2011

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10436-010-0153-7

zbMATH Keywords

bad news principlehazard rateinvestment under uncertaintyoption valuesimple and compound options

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• American options: the EPV pricing model
• Devaluating projects and the investment-uncertainty relationship
• Funding Criteria for Research, Development, and Exploration Projects
• Investment Incentives in Procurement Auctions
• On the investment-uncertainty relationship in a real options model
• Real options and product life cycles
• Strategic Delay in a Real Options Model of R&D Competition
• The effect of uncertainty on investment timing in a real options model

Cited in

(11)

• The dampening effect of iceberg orders on small traders' welfare, a real options perspective
• When and how much to invest? Investment and capacity choice under product life cycle uncertainty
• To expand and to abandon: real options under asset variance risk premium
• Technological advances and the decision to invest
• Valuing real options with endogenous payoff
• Optimal Sequential Investment Decision-Making with Jump Risk
• When to apply for an MBA course: the real options approach
• The value of the option to `wait and see'
• Real option value and poverty trap
• The impact of investment lags on investment decision
• Repeated real options: optimal investment behaviour and a good rule of thumb

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