Risk, Uncertainty, and Option Exercise

Jianjun Miao and Neng Wang

No dp-136, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series from Boston University - Department of Economics

Keywords: Knightian undertainty; multiple-priors utility; real options; optimal stopping problem (search for similar items in EconPapers)
JEL-codes: D81 (search for similar items in EconPapers)
Pages: 30 pages
Date: 2004-01
New Economics Papers: this item is included in nep-fmk and nep-upt
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Risk, uncertainty, and option exercise (2011)
Working Paper: Risk, uncertainty,and option exercise (2010)
Working Paper: Risk, Uncertainty, and Option Exercise (2007)
Working Paper: Risk, uncertainty and option exercise (2004)
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