Real options valuation of forest plantation investments in Brazil
From MaRDI portal
Publication:439395
DOI10.1016/j.ejor.2011.09.040zbMath1244.91110OpenAlexW1983684744MaRDI QIDQ439395
Sami Oinonen, Markku Kallio, Markku Kuula
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.09.040
Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Financial applications of other theories (91G80)
Related Items
Operational risk: emerging markets, sectors and measurement ⋮ A multi-stage multi criteria model for portfolio management ⋮ Complex compound option models -- can practitioners truly operationalize them? ⋮ Real options in operations research: a review ⋮ Optimal timing of non-pharmaceutical interventions during an epidemic
Uses Software
Cites Work
- Unnamed Item
- A Modeling Language for Mathematical Programming
- Valuing interdependent multi-stage IT investments: a real options approach
- Stochastic programming, state of the art. 8th international conference, Univ. of British Columbia, Vancouver, Canada, August 8--16, 1998
- Wireless network capacity management: a real options approach
- Revenue management: A real options approach
- Online Low-Price Guarantees—A Real Options Analysis
- Real Options in Leasing: The Effect of Idle Time
- Short-Term Generation Asset Valuation: A Real Options Approach
- Large-scale linearly constrained optimization
- Introduction to Stochastic Programming
- Risk Aversion in the Small and in the Large
- Real (investment) options with multiple sources of rare events