Technology choice under several uncertainty sources

DOI10.1016/j.ejor.2010.03.010zbMath1188.91240OpenAlexW2074741015MaRDI QIDQ976494

Stéphane Villeneuve, Catherine Bobtcheff

Publication date: 11 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.03.010

zbMATH Keywords

technology choiceoptimal stoppingreal optionsinvestment under uncertainty

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

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Optimal harvesting under marine reserves and uncertain environment ⋮ Optimal switching decisions under stochastic volatility with fast mean reversion ⋮ Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants ⋮ Investment in two alternative projects with multiple switches and the exit option ⋮ Rescaling-contraction with a lower cost technology when revenue declines ⋮ Real options in operations research: a review ⋮ A data-driven framework for consistent financial valuation and risk measurement

Cites Work

• Choosing among alternative discrete investment projects under uncertainty
• Long-term risk management of nuclear waste: A real options approach
• Exercise regions of American options on several assets
• Investment timing and optimal capacity choice for small hydropower projects
• Irreversible investment in alternative projects
• Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets
• The Valuation of American Options on Multiple Assets
• Stochastic differential equations. An introduction with applications.

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