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