Capital Investment as Real Options: A Note on Dixit-Pindyck Model
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- Varian, Hal R, 1985. "Divergence of Opinion in Complete Markets: A Note," Journal of Finance, American Finance Association, vol. 40(1), pages 309-317, March.
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More about this item
Keywords
Key words: Real options; contingent claims; mean-reversion process; bank investment;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2008-07-05 (Banking)
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