Similar Search Results

Narrow search

The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield

Chung, San-Lin; Shackleton, Mark B. - In: Applied economics letters 10 (2003) 11, pp. 709-716

Persistent link: https://www.econbiz.de/10001820267

Strategic entry and market leadership in a two-player real options game

Shackleton, Mark B.; Tsekrekos, Andrianos E.; … - In: Journal of banking & finance 28 (2004) 1, pp. 179-201

Persistent link: https://www.econbiz.de/10001857284

Hysteresis effects under CIR interest rates

Dias, José Carlos; Shackleton, Mark B. - 2010

Persistent link: https://www.econbiz.de/10003988150

Harvesting and recovery decisions under uncertainty

Shackleton, Mark B.; Sødal, Sigbjørn - In: Journal of economic dynamics & control 34 (2010) 12, pp. 2533-2546

Persistent link: https://www.econbiz.de/10009127979

Durable vs. disposable equipment choice under interest rate uncertainty

Dias, José Carlos; Shackleton, Mark B. - In: The European journal of finance 15 (2009) 1/2, pp. 157-167

Persistent link: https://www.econbiz.de/10003827099

Economic hysteresis effects and hitting time densities for CIR diffusions

Dias, José Carlos (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003733565

Smooth pasting as rate of return equalization

Shackleton, Mark B.; Sødal, Sigbjørn - In: Economics letters 89 (2005) 2, pp. 200-206

Persistent link: https://www.econbiz.de/10003172064

Strategic Entry and Market Leadership in a Two-Player Real Options Game

Shackleton, Mark B.; Tsekrekos, Andrianos E.; … - 2013

We analyse the entry decisions of competing firms in a two-player stochastic real option game, when rivals can exert different but correlated uncertain profitabilities from operating. In the presence of entry costs, decision thresholds exhibit hysteresis, the range of which is decreasing in the...

Persistent link: https://www.econbiz.de/10014119759