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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

Default risk, leverage and shadow costs of incomplete information

Farissi, Inass El; Bellalah, Mondher - In: Finance India : the quarterly journal of Indian … 18 (2004) 1, pp. 179-187

Persistent link: https://www.econbiz.de/10002455401

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

Pricing derivatives in the presence of shadow costs of incomplete information and short sales

Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 389-411). 2018

Persistent link: https://www.econbiz.de/10011871645

On corporate international investment under incomplete information

Bellalah, Mondher - In: International journal of business 9 (2004) 2, pp. 133-142

Persistent link: https://www.econbiz.de/10002082789

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

Managing derivatives in the presence of a smile effect and incomplete information

Bellalah, Mondher - In: Risk management and value : valuation and asset price, (pp. 1-10). 2008

Persistent link: https://www.econbiz.de/10003686148

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

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