• Book  

      Extensions and Other Applications 

      Chevalier-Roignant, Benoit; Trigeorgis, Lenos (The MIT Press, 2011)
      This chapter discusses new developments and applications of option games. The chapter is organized as follows. Section 13.1 deals with early approaches where competitive entry decisions are treated exogenously. Sections ...
    • Article  

      Investment options with debt-financing constraints 

      Koussis, Nicos; Martzoukos, Spiros H. (2012)
      A contingent claims model is used to study the impact of debt-financing constraints on firm value, optimal capital structure, the timing of investment and other variables, such as credit spreads. The optimal investment ...