Optimal exit and valuation under demand uncertainty: A real options approach-Reference-Cited by-同舟云学术

Optimal exit and valuation under demand uncertainty: A real options approach

Published:1999-04 Issue:2 Volume:114 Page:320-329
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Alvarez Luis H.R.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference16 articles.

1. Alvarez Jr., L.H.R., 1995. Reward functionals and optimal stopping of linear diffusions. Research Reports A10. Institute for Applied Mathematics, University of Turku, Turku

2. Demand uncertainty and the value of supply opportunities;Alvarez;Journal of Economics,1996

3. Exit strategies and price uncertainty: A Greenian Approach;Alvarez;Journal of Mathematical Economics,1998

4. Optimal sequential investment when capital is not readily reversible;Baldwin;Journal of Finance,1982

5. Borodin, A., Salminen, P., 1996. Handbook on Brownian Motion – Facts and Formulae. Birkhauser, Basel

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