Privatization of businesses and flexible investment: a real option approach

DOI10.1007/s10203-011-0115-1zbMath1260.91135OpenAlexW2164924911MaRDI QIDQ1938896

Walailuck Chavanasporn, Christian-Oliver Ewald

Publication date: 25 February 2013

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-011-0115-1

zbMATH Keywords

dynamic programmingstochastic optimal controlreal optionsindustrial organizationinvestment decisionsprivatization

Mathematics Subject Classification ID

Decision theory (91B06) Production theory, theory of the firm (91B38) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cites Work

• A numerical method for solving stochastic optimal control problems with linear control
• Unnamed Item

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