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An Options Approach to Cybersecurity Investment

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Figure

FIGURE 1. High level diagrammatic overview of our contribution to the field of security economics.
FIGURE 2. Benchmark case.
FIGURE 4. Investment with a single cybersecurity control.
FIGURE 7. Option and project value forand optimal abandonment threshold versus σ = 0.1, 0.15 and 0.2 (top panel) σ (bottom panel).
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