Real Options and Product Life Cycles
From MaRDI portal
Publication:3116665
DOI10.1287/mnsc.45.5.670zbMath1231.91288OpenAlexW2138351910MaRDI QIDQ3116665
Publication date: 12 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4c737ba2e57348a595bdca2fa7325e16c69f016d
Derivative securities (option pricing, hedging, etc.) (91G20) Consumer behavior, demand theory (91B42)
Related Items (15)
Extrapolating internet users in Taiwan by risk assessment ⋮ A viscosity solution method for optimal stopping problems with regime switching ⋮ A real option approach for investment opportunity valuation ⋮ Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory ⋮ Bottom-up design of strategic options as finite automata ⋮ HARA frontiers of optimal portfolios in stochastic markets ⋮ Technology adoption in a declining market ⋮ Real options approach for fashionable and perishable products using stock loan with regime switching ⋮ Real options with unknown-date events ⋮ Pricing swing options in the electricity markets under regime-switching uncertainty ⋮ Collaboration in tool development and capacity investments in high technology manufacturing networks ⋮ Fixed versus flexible production systems: A real options analysis ⋮ Stochastic impulse control with regime-switching dynamics ⋮ When and how much to invest? Investment and capacity choice under product life cycle uncertainty ⋮ Performance improvement: an active life cycle product management
This page was built for publication: Real Options and Product Life Cycles