Template-Type: ReDIF-Paper 1.0 Author-Name: Jianjun Miao Author-X-Name-First: Jianjun Author-X-Name-Last: Miao Author-Email: maioj@bu.edu Author-Workplace-Name: Institute for Economic Development, Boston University Author-Name: Neng Wang Author-X-Name-First: Neng Author-X-Name-Last: Wang Author-Email: wang@simon.rochester.edu Author-Workplace-Name: University of Rochester Title: Risk, Uncertainty, and Option Exercise Abstract: Length: 30 pages Creation-Date: 2004-01 Revision-Date: Publication-Status: File-URL:http://www.bu.edu/econ/ied/dp/papers/dp136Miao.pdf File-Format: Application/pdf File-Function: Number: dp-136 Classification-JEL: D81 Keywords:Knightian undertainty, multiple-priors utility, real options, optimal stopping problem Handle: RePEc:bos:iedwpr:dp-136