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Evaluation of Real Options with Information Costs

Sahut, Jean-Michel - 2011

This paper presents a simple framework for the analysis, valuation and simulation of several real options in the presence of shadow costs of incomplete information. Information costs can be viewed as sunk costs in the spirit of Merton's (1987) model of capital market equilibrium with incomplete...

Persistent link: https://www.econbiz.de/10013130202

Corporate debt value and optimal capital structure with shadow costs of incomplete information

Bellalah, Mondher; Farissi, Inass el - In: Finance India : the quarterly journal of Indian … 16 (2002) 4, pp. 1325-1356

Persistent link: https://www.econbiz.de/10001741682

Analysis and valuation of exotic and real options : a survey of important results

Bellalah, Mondher - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 17-48

Persistent link: https://www.econbiz.de/10001544312

A reexamination of corporate risks under shadow costs of incomplete information

Bellalah, Mondher - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 41-58

Persistent link: https://www.econbiz.de/10001550192

Valuation of futures and commodity options with information costs

Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664

Persistent link: https://www.econbiz.de/10001410394

On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests

Bellalah, Mondher - In: International financial systems and stock volatility : …, (pp. 271-297). 2002

Persistent link: https://www.econbiz.de/10001783003

On irreversibility, sunk costs and investment under incomplete information

Bellalah, Mondher - In: Real R & D options, (pp. 11-29). 2003

Persistent link: https://www.econbiz.de/10001745967

Investments in technological innovations under incomplete information

Bellalah, Mondher - In: Real R & D options, (pp. 166-184). 2003

Persistent link: https://www.econbiz.de/10001746037

On derivatives and information costs

Bellalah, Mondher - In: International review of economics & finance : IREF 15 (2006) 1, pp. 30-51

Persistent link: https://www.econbiz.de/10003298491

Exotic derivatives and risk : theory, extensions and applications

Bellalah, Mondher - 2009

Persistent link: https://www.econbiz.de/10003774329

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