The real option with an absorbing barrier
Download full text from publisher
References listed on IDEAS
- Ha-Duong, Minh, 1998. "Quasi-option value and climate policy choices," Energy Economics, Elsevier, vol. 20(5-6), pages 599-620, December.
- Gao, Bin & Huang, Jing-zhi & Subrahmanyam, Marti, 2000.
"The valuation of American barrier options using the decomposition technique,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 24(11-12), pages 1783-1827, October.
- Marti G. Subrahmanyam & Bin Gao & Jing-zhi Huang, 1998. "The Valuation of American Barrier Options Using the Decomposition Technique," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-067, New York University, Leonard N. Stern School of Business-.
- Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:wsi:ijtafx:v:09:y:2006:i:04:n:s021902490600372x is not listed on IDEAS
- 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.
More about this item
Keywordsoption réelle; incertitude; irréversibilité;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-03 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:halshs-00003976. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD). General contact details of provider: https://hal.archives-ouvertes.fr/ .