Contributions

  • Pindyck, Robert S. - Contributor
  • National Bureau of Economic Research. - Contributor

Publication

1998 - National Bureau of Economic Research, Cambridge, MA, Massachusetts

Language

English

Word Count

7,000 words, Guess

Page Count

28 pages

Identifiers

Classifications

  • LCCHB1 .W654 no. 6375

Description

We develop continuous-time models of capacity choice when demand fluctuates stochastically, and the firm's opportunities to expand or contract are limited. Specifically, we consider costs of investing or disinvesting that vary with time, or with the amount of capacity already installed. The firm's limited opportunities to expand or contract create call and put options on incremental units of capital; we show how the values of these options affect the firm's investment decisions.

Subjects

Links

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!