Valuing the flexibility of investing in security process innovations

DOI10.1016/J.EJOR.2007.08.039zbMath1205.90155OpenAlexW2056202988MaRDI QIDQ948666

Divakaran Liginlal, Lara Khansa

Publication date: 17 October 2008

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.08.039

zbMATH Keywords

investment analysisdynamic programmingcost-benefit analysisinformation securityreal options theorysecurity process innovations

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (6)

Dynamic optimal control of process-product innovation with learning by doing ⋮ Investment in process innovation in supply chains with knowledge spillovers under innovation uncertainty ⋮ Product process innovation model of fuzzy optimal control of nonlinear system with finite time horizon under granular differentiability concept ⋮ Valuing the flexibility of investing in security process innovations ⋮ Comparison of least squares Monte Carlo methods with applications to energy real options ⋮ Real options in operations research: a review

Cites Work

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