Investment Decisions with Two-Factor Uncertainty

Author:

Compernolle Tine,Huisman Kuno,Kort Peter M.,Lavrutich Maria,Nunes Clludia,Thijssen Jacco

Publisher

Elsevier BV

Reference29 articles.

1. Reciprocal energy-switching options;R Adkins;Journal of Energy Markets,2011

2. Renewing assets with uncertain revenues and operating costs;R Adkins;The Journal of Financial and Quantitative Analysis,2011

3. Deterministic models for premature and postponed replacement;R Adkins;Omega,2013

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5. Subsidies for renewable energy facilities under uncertainty;R Adkins;The Manchester School,2016

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1. A real options analysis of existing green energy facilities: maintain or replace?;Energy Systems;2022-03-03

2. On optimal stopping problems arising in real option theory;EIGHTH INTERNATIONAL CONFERENCE NEW TRENDS IN THE APPLICATIONS OF DIFFERENTIAL EQUATIONS IN SCIENCES (NTADES2021);2022

3. On an irreversible investment problem with two-factor uncertainty;Quantitative Finance;2021-12-07

4. Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times;Journal of Financial and Quantitative Analysis;2019-01-15

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