Wireless network capacity management: a real options approach

DOI10.1016/j.ejor.2005.06.055zbMath1137.91439OpenAlexW2070773343MaRDI QIDQ2432936

Kenneth Vetzal, Y. d'Halluin, Peter A. I. Forsyth

Publication date: 25 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.06.055

zbMATH Keywords

real optionstelecommunicationsrisk managementnetwork capacitymarket price of risk

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10)

Related Items (8)

Revisiting corporate growth options in the presence of state-dependent cashflow risk ⋮ Real options valuation of forest plantation investments in Brazil ⋮ Valuing the flexibility of investing in security process innovations ⋮ A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty ⋮ Real options in operations research: a review ⋮ Uncertainty and stepwise investment ⋮ A path-dependent contingent-claims approach to capacity investments ⋮ Optimal timing of non-pharmaceutical interventions during an epidemic

Cites Work

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• Penalty methods for American options with stochastic volatility
• Irreversible investment with uncertainty and scale economies
• Investment and capacity choice under uncertain demand
• A finite volume approach for contingent claims valuation
• Valuation of Commodity-Based Swing Options
• A numerical PDE approach for pricing callable bonds
• Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities

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