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Limit theorems for partial hedging under transaction costs
Dolinsky, Yan - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan; Zhou, Zhou - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
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Real options in a Ramsey style growth model
Dihle, Hanno - 2015
This paper studies the aggregate implications of microeconomic investment irreversibility and idiosyncratic uncertainty in a simple growth model by highlighting real option effects. We endogenize the drift rate of real option by connecting it to the state of the economy. Thereby, we extend the...
Persistent link: https://www.econbiz.de/10011399007
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Risk and uncertainty in the patent race : a probabilistic model
Cerqueti, Roy; Ventura, Marco - In: IMA journal of management mathematics 26 (2015) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10011376994
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Investment decisions in manufacturing : assessing the effects of real oil prices and their uncertainty
Drakos, Kōnstantinos; Konstantinou, Panagiotis - 2012
Persistent link: https://www.econbiz.de/10009664616
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Global warming and fat tailed-uncertainty : rethinking the timing and intensity of climate policy/ Yu-Fu Chen & Michael Funke
Chen, Yu-Fu; Funke, Michael - 2012
Persistent link: https://www.econbiz.de/10009620429
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Centralizing data management with considerations of uncertainty and information-based flexibility
Velu, Chander K.; Madnick, Stuart E.; Van Alstyne, Marshall - In: Journal of management information systems : JMIS 30 (2013/14) 3, pp. 179-212
Persistent link: https://www.econbiz.de/10010358065
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Value and cost of multinationality : international diversification and real options effects
Song, Sangcheol - In: The international journal of business and finance … 8 (2014) 5, pp. 115-125
Persistent link: https://www.econbiz.de/10010361297
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A quantitative model for ERP investment decision : considering revenue and costs under uncertainty
Wu, Liang-chuan; Liou, Fang-ming - In: International journal of production research 49 (2011) 22/24, pp. 6713-6728
Persistent link: https://www.econbiz.de/10010204977
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Real options with priced regime-switching risk
Driffill, John; Kenç, Turalay; Sola, Martin - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-30
Persistent link: https://www.econbiz.de/10009784006