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Abstract: Within the context of investment under uncertainty, the real options literature has led to elaborate models which capture primarily the time to wait #exibility of monopolistic corporations' investment decisions. In this paper, we ...rst propose an approach which relies on exotic options to model production and/or sales delocalization #exibility for multinational enterprises making decisions under exchange rate uncertainty. We then extend the model by introducing game theoretic considerations to ... (Update)
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BibTeX entry: (Update)
@misc{ botteron-application,
author = "Pascal Botteron and Marc Chesney and Rajna Gibson-Asner",
title = "An Application of Exotic Options to Firms' Strategic Delocalization Policies
under Exchange Rate Risk",
url = "citeseer.ist.psu.edu/botteron99application.html" }
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2 Real Options and preemption under incomplete information - Lambrecht, Perraudin - 1998
1 exibility of a Multinational Enterprise: An option pricing a.. (context) - Muralidhar - 1991
1 University of Cambridge Department of Applied Economics (context) - Lambrecht, Perraudin - 1994
1 Strategic Investment Timing under Uncertainty (context) - Kulatilaka, Perotti - 1992
1 Calcul du Boost avec tendance et limite (context) - Douady - 1994
1 Managerial Flexibility and Strategy in Resource Allocation (context) - Trigeorgis - 1996
1 Volatile Exchange Rates and the Multinational Firm: Entry (context) - Bell - 1994
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