Real options valuation of forest plantation investments in Brazil

DOI10.1016/J.EJOR.2011.09.040zbMath1244.91110OpenAlexW1983684744MaRDI QIDQ439395

Sami Oinonen, Markku Kallio, Markku Kuula

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.09.040

zbMATH Keywords

stochastic programminginvestment analysisreal optionsimperfect marketsplantation forests

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Financial applications of other theories (91G80)

Related Items (5)

Operational risk: emerging markets, sectors and measurement ⋮ A multi-stage multi criteria model for portfolio management ⋮ Complex compound option models -- can practitioners truly operationalize them? ⋮ Real options in operations research: a review ⋮ Optimal timing of non-pharmaceutical interventions during an epidemic

Uses Software

• AMPL
• CrystallBall

Cites Work

• Unnamed Item
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• Real (investment) options with multiple sources of rare events

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