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Getting Real with Real Options: A Utility–Based Approach for Finite–Time Investment in Incomplete Markets

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  • M. R. Grasselli

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  • M. R. Grasselli, 2011. "Getting Real with Real Options: A Utility–Based Approach for Finite–Time Investment in Incomplete Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 740-764, June.
  • Handle: RePEc:bla:jbfnac:v:38:y:2011:i:5-6:p:740-764
    DOI: j.1468-5957.2010.02232.x
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    File URL: http://hdl.handle.net/10.1111/j.1468-5957.2010.02232.x
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    1. repec:gam:jrisks:v:6:y:2018:i:2:p:51-:d:144607 is not listed on IDEAS
    2. repec:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500443 is not listed on IDEAS
    3. McCarty, Tanner & Sesmero, Juan, 2014. "Uncertainty, Irreversibility, and Investment in Second-Generation Biofuels," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 179201, Agricultural and Applied Economics Association.
    4. Schachter, J.A. & Mancarella, P., 2016. "A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 261-271.
    5. Carol Alexander & Xi Chen, 2014. "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance icma-dp2014-19, Henley Business School, Reading University.
    6. Carol Alexander & Xi Chen, 2012. "A General Approach to Real Option Valuation with Applications to Real Estate Investments," ICMA Centre Discussion Papers in Finance icma-dp2012-04, Henley Business School, Reading University.

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