Browsing Artikler, rapporter, filmer / Articles, reports, movies by Author "Taub, Bart"
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Real options, risk aversion and markets: A corporate finance perspective
Ewald, Christian Oliver; Taub, Bart (Peer reviewed; Journal article, 2022)We analyze how the presence of financial markets affects the optimal exercise of real options for a risk averse agent. Extending the results of Shackleton and Sodal (2005), we characterize the optimal exercise rule in terms ...