Land valuation using a real option approach

DOI10.1007/BF03191915MaRDI QIDQ5852476zbMATH OpenFDO

Authors

Publication date 27 January 2010

Published in Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/43703

zbMATH Keywords

agricultural landcorncrop pricegeneralized method of moments (GMM)geometric Brownian motionreal optionsoyatwo-factor processwheat

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Corporate finance (dividends, real options, etc.) (91G50) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

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(9)

• Options, uncertainty and sunk costs: an empirical analysis of land use change.
• A real options approach to the valuation of a forestry investment.
• A real option approach for investment opportunity valuation
• Modelling and computation of optimal decision for farmers leasing lands
• Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets
• Real options valuation of forest plantation investments in Brazil
• The Risk Structure of Land Markets
• An option pricing approach to valuing upward only rent review properties with multiple reviews
• Option approach to search for threshold rice price toward sustainable paddy field management

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