%0 Journal Article
%T Corporate Optimal Investment Under Incomplete Information: A Real Option Method
%A Mondher Bellalah
%A Shujuan Ding
%A Zhen Wu
%J Review of Finance and Banking
%D 2012
%I Bucharest Academy of Economic Studies
%X This paper develops an option pricing model to value a project with taxes andincomplete information. We derive the value of the option to invest in the project andprovide the threshold value of the project. Some numerical examples are given to show thecharacteristics of the optimal investment rule.
%K Optimal Investment
%K Incomplete information
%K Arbitrage
%K Real option
%U http://rfb.ase.ro/articole/articol1.pdf