NYU Faculty Digital Archive
metadata only
Investor Valuation of the Abandonment Option
We investigate whether investors price and the real option to abandon the firm for its liquidation value. Theory prices this real option as an American put with both a stochastic strike price (liquidation value) and a stochastic value of the underlying security (the value of cash flows). The major e
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Investor Valuation of the Abandonment Option#942543
- Option Listing, Information Production and the Stock Price Response to Earnings Announcements#942659
- The Money Market#59143
- The Relationship between Government Bailouts and Risk-Taking Behavior in Banks: A Case Study from the Great Financial Crisis of 2008-09#238386
- Stochastic calculus and finance#648957
Record · ID 942601
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive