Излагается теория реальных опционов.
A New View of Investment
Developing the Concepts Through Simple Examples
Mathematical Background
Stochastic Processes and Ito's Lemma
Dynamic Optimization under Uncertainty
A Firm's Decisions
Investment opportunities and investment timing
The value of a project and the Decision to invest
Entry, Exit, Lay-Up, and Scrapping
Industry Equilibrium
Dynamic Equilibrium in a Competitive Industry
Policy Intervention and Imperfect Competition
Extensions and Applications
Sequential Investment
Differential Equation
Incremental Investment and Capacity Choice
Applications and Empirical Research