A real options approach for joint overhaul and replacement strategies with mean reverting prices
DOI10.1007/S10479-018-2906-ZzbMATH Open1437.90067OpenAlexW2785914079MaRDI QIDQ2178352FDOQ2178352
Rodrigo Pascual, Maximiliano Cubillos, Alejandro Mac Cawley
Publication date: 11 May 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-2906-z
Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cites Work
- Choosing among alternative discrete investment projects under uncertainty
- Irreversible investment in alternative projects
- Production decisions under joint price and production uncertainty
- Horizon and stages in applications of stochastic programming in finance
- A survey of maintenance policies of deteriorating systems
- Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty
- On the Integration of Production and Financial Hedging Decisions in Global Markets
- Selection of contract suppliers under price and demand uncertainty in a dynamic market
- Discrete time modeling of mean-reverting stochastic processes for real option valuation
- Title not available (Why is that?)
- Decision analysis and real options: a discrete time approach to real option valuation
- Valuation of Commodity-Based Swing Options
- Operational asset replacement strategy: a real options approach
- Purchasing decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection
- Valuing managerial flexibility: an application of real-option theory to mining investments
- Integrating stochastic programming and decision tree techniques in land conversion problems
- Title not available (Why is that?)
Cited In (1)
Uses Software
This page was built for publication: A real options approach for joint overhaul and replacement strategies with mean reverting prices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2178352)
