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- W2889613532 abstract "This paper studies the optimal timing of investment in an irreversible project where the benefits from the project and the investment cost follow continuous-time stochastic processes. The optimal time to and an explicit formula for the value of the option to are derived. The rule invest if benefits exceed costs does not properly account for the option value of waiting.Simulations show that this option value can be significant, and that for surprisingly reasonable parameter values it may be optimal to wait until benefits are twice the investment cost. Finally, we perform comparative static analysis on the valuation formula and on the rule for when to invest." @default.
- W2889613532 created "2018-09-27" @default.
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- W2889613532 date "1982-11-01" @default.
- W2889613532 modified "2023-09-27" @default.
- W2889613532 title "The Value of Waiting to Invest" @default.
- W2889613532 hasPublicationYear "1982" @default.
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