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The Value of Fighting Irreversible Demise by Softening the Irreversible Cost

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  • Magis, P.
  • Sbuelz, A.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Magis, P. & Sbuelz, A., 2005. "The Value of Fighting Irreversible Demise by Softening the Irreversible Cost," Discussion Paper 2005-26, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:d1ee4831-05b4-4d1f-a02e-608d1405c5c5
    as

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    References listed on IDEAS

    as
    1. Grenadier, Steven R. & Weiss, Allen M., 1997. "Investment in technological innovations: An option pricing approach," Journal of Financial Economics, Elsevier, vol. 44(3), pages 397-416, June.
    2. Minh Ha-Duong & Benoit Morel, 2003. "The real option with an absorbing barrier," Post-Print halshs-00003976, HAL.
    3. Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
    4. Robert McDonald & Daniel Siegel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(4), pages 707-727.
    5. Hélyette Geman & Marc Yor, 1996. "Pricing And Hedging Double‐Barrier Options: A Probabilistic Approach," Mathematical Finance, Wiley Blackwell, vol. 6(4), pages 365-378, October.
    Full references (including those not matched with items on IDEAS)

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