Entry and Exit Decision Problem with Implementation Delay
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Recommendations
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Cites work
- An investment model with entry and exit decisions
- Brownian Excursions and Parisian Barrier Options
- Brownian excursions and Parisian barrier options: a note
- scientific article; zbMATH DE number 2150787 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY
- Investment Under Uncertainty
- On the relationship of the dynamic programing approach and the contingent claim approach to asset valuation
- On the Starting and Stopping Problem: Application in Reversible Investments
- OPTIMAL STOPPING WITH DELAYED INFORMATION
- Optimal Switching in an Economic Activity under Uncertainty
- PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD
- Short-Term Generation Asset Valuation: A Real Options Approach
- The pricing of options and corporate liabilities
Cited in
(15)- Capacity optimization under uncertainty: the impact of operational time lags
- Entry-exit decisions with implementation delay under uncertainty.
- Optimal stopping with random exercise lag
- Analysis of the optimal exercise boundary of American put options with delivery lags
- Irreversible investment with random delay and partial prepayment
- On the problems of sequential statistical inference for Wiener processes with delayed observations
- Flexibility premium of emissions permits
- Buy-low and sell-high investment strategies
- The explicit solution to a sequential switching problem with non-smooth data
- Entry-exit decisions with underlying processes following geometric Lévy processes
- Entry and exit decisions with linear costs under uncertainty
- Time-to-build and capacity expansion
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes
- A sequential stopping problem with costly reversibility
- The effects of implementation delay on decision-making under uncertainty
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