Model risk in real option valuation (Q2241105): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2891580287 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1809.00817 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arithmetic Brownian motion and real options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk adoption: a real options approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment timing and optimal capacity choice for small hydropower projects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Renewable energy investments under different support schemes: a real options approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decision analysis and real options: a discrete time approach to real option valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time preference and real investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment under operational flexibility, risk aversion, and uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal multiple stopping approach to infrastructure investment decisions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5493542 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Project options valuation with net present value and decision tree analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Microgrid investment under uncertainty: a real option approach using closed form contingent analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixed versus flexible production systems: A real options analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment decisions in mobile telecommunications networks applying real options / rank
 
Normal rank
Property / cites work
 
Property / cites work: How to escape a declining market: capacity investment or exit? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing the option to invest in an incomplete market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real options with constant relative risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strategic Growth Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment and financing for SMEs with a partial guarantee and jump risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: A real options approach for joint overhaul and replacement strategies with mean reverting prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A decision-making tool for project investments based on real options: the case of wind power generation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytical solution for an investment problem under uncertainties with shocks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing managerial flexibility: an application of real-option theory to mining investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing Oil Properties: Integrating Option Pricing and Decision Analysis Approaches / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing Risky Projects: Option Pricing Theory and Decision Analysis / rank
 
Normal rank

Latest revision as of 01:38, 27 July 2024

scientific article
Language Label Description Also known as
English
Model risk in real option valuation
scientific article

    Statements

    Model risk in real option valuation (English)
    0 references
    0 references
    0 references
    8 November 2021
    0 references
    CARA
    0 references
    CRRA
    0 references
    certain equivalent
    0 references
    decision tree
    0 references
    divestment
    0 references
    hyperbolic absolute risk aversion
    0 references
    investment
    0 references
    mean-reversion
    0 references
    risk aversion
    0 references
    risk tolerance
    0 references
    0 references

    Identifiers