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A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky; Hobson, David G. - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
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Real options, risk aversion and markets : a corporate finance perspective
Ewald, Christian; Taub, Bart - In: The journal of corporate finance : contracting, … 72 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013209828
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Optimal regulatory control of early contract termination
Evatt, Geoffrey. W.; Johnson, P. V.; Duck, P. W. - In: IMA journal of management mathematics 25 (2014) 3, pp. 313-328
Persistent link: https://www.econbiz.de/10010387732
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Capital ideas : optimal capital accumulation strategies for a bank and its regulator
Glover, Kristoffer J.; Johnson, Paul; Evatt, Geoffrey W.; … - In: The European journal of finance 29 (2023) 18, pp. 2075-2106
Persistent link: https://www.econbiz.de/10014418130
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Computational methods in environmental and resource economics
Cai, Yongyang - In: Annual review of resource economics 11 (2019), pp. 59-82
Persistent link: https://www.econbiz.de/10012624062
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Optimal investment under cost uncertainty
Detemple, Jérôme B.; Kitapbayev, Yerkin - In: Risks : open access journal 6 (2018) 1, pp. 1-19
This paper studies the valuation of real options when the cost of investment jumps at a random time. Three valuation formulas are derived. The first expresses the value of the project in terms of a collection of knockout barrier claims. The second identifies the premium relative to a project...
Persistent link: https://www.econbiz.de/10011811536
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Fear of the market or fear of the competitor? : ambiguity in a real options game
Hellmann, Tobias; Thijssen, Jacco J. J. - In: Operations research 66 (2018) 6, pp. 1744-1759
Persistent link: https://www.econbiz.de/10011972267
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Valuing tradeability in exponential Lévy models
Mathys, Ludovic - In: Quantitative finance and economics 4 (2020) 3, pp. 459-488
Persistent link: https://www.econbiz.de/10012271474
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Optimal timing of investments modeled as perpetual American options in a Levy market
Adinya, Ini; Ekhaguere, G. O. S. - In: International journal of financial engineering 9 (2022) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10013188768
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Valuation of real options in incomplete models : an implied yield approach
Armerin, Fredrik; Song, Han-suck - In: Fuzzy economic review : the review of the International … 23 (2018) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10012064852