A stochastic model with interacting managerial operating options and debt rescheduling
Year of publication: |
16 May 2018
|
---|---|
Authors: | Charalambides, Marios ; Koussis, Nicos |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 267.2018, 1 (16.5.), p. 236-249
|
Subject: | Capital structure | Real options | Switching costs | Flexible systems | Investment option | Realoptionsansatz | Real options analysis | Kapitalstruktur | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Wechselverhalten | Switching behaviour | Investitionsentscheidung | Investment decision |
-
Investment options with debt-financing constraints
Koussis, Nicos, (2012)
-
Firm decisions under jump-diffusive dynamics
Deopa, Neha, (2019)
-
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix, (2021)
- More ...
-
Earnings Dynamics and Optimal Capital Structure
Agliardi, Elettra, (2022)
-
Refinancing and Mean Reversion in Earnings
Agliardi, Elettra, (2023)
-
Refinancing and Mean Reversion in Earnings
Agliardi, Elettra, (2023)
- More ...