How to design down-and-out barrier option contracts so that firms invest when it is socially efficient
Year of publication: |
October-December 2016
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Authors: | Jou, Jyh-Bang ; Lee, Tan |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 13/15, p. 1561-1579
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Subject: | American options | down-and-out options | investment tax credits | irreversible investment | socially efficient | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Steuervergünstigung | Tax incentive | Investition | Investment | Investitionsentscheidung | Investment decision |
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