Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture

DOI10.1016/j.ejor.2007.10.023zbMath1157.90492MaRDI QIDQ1011196

J. Martínez

Publication date: 8 April 2009

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

Full work available at URL: https://ageconsearch.umn.edu/record/11868/files/dp060005.pdf

zbMATH Keywords

stochastic programming; investment analysis; real options; OR in agriculture

Mathematics Subject Classification ID

90C15: Stochastic programming

90B30: Production models

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

Uses Software

• EVPI