APPLYING REAL OPTIONS AND THE MAXIMUM NPV RULE TO MARKET ENTRY/EXIT STRATEGIES (Q4675891): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: REAL OPTIONS: BATCH PROCESS AND MARKET ENTRY/EXIT DECISIONS UNDER UNCERTAINTY / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1142/s0217595905000443 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2122693115 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 11:09, 30 July 2024
scientific article; zbMATH DE number 2166013
Language | Label | Description | Also known as |
---|---|---|---|
English | APPLYING REAL OPTIONS AND THE MAXIMUM NPV RULE TO MARKET ENTRY/EXIT STRATEGIES |
scientific article; zbMATH DE number 2166013 |
Statements
APPLYING REAL OPTIONS AND THE MAXIMUM NPV RULE TO MARKET ENTRY/EXIT STRATEGIES (English)
0 references
6 May 2005
0 references
Real options
0 references
maximum NPV
0 references
discount factor
0 references
growth factor
0 references
entry/exit
0 references