Keywords: Real options
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Journal Articles
Critical Finance Review (2020) 9 (1-2): 29–76.
Published: 11 June 2020
...Stewart C. Myers; James A. Read, Jr. We show how to calculate the after-tax values of real options, including the value of interest tax shields on debt supported or displaced by the options. The correct discount rate is after-tax. Our valuation method reveals the option’s “debt capacity”, which can...

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