Capital renewal as a real option

DOI10.1016/j.ejor.2011.03.042zbMath1218.90092OpenAlexW2040952478MaRDI QIDQ2275633

Matthew J. Reindorp, Michael C. Fu

Publication date: 9 August 2011

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.03.042

zbMATH Keywords

simulationinvestment analysismaintenancereplacementfacilities planning and design

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Reliability, availability, maintenance, inspection in operations research (90B25) Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Replacement decisions with multiple stochastic values and depreciation ⋮ Real options in operations research: a review

Cites Work

• Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem
• Can properly discounted projects follow geometric Brownian motion?
• Conditional investment policy under uncertainty and irreversibility
• Unnamed Item

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