Real options: a framework of optimal switching

MaRDI QIDQ2928742zbMATH OpenFDO

Authors Shanjian Tang, Hyeng Keun Koo

Publication date 10 November 2014

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• scientific article; zbMATH DE number 1862069
• Real R&D options and optimal activation of two-dimensional random controls
• Real Options
• Optimal stopping made easy
• Real options with priced regime-switching risk

Cited in

(13)

• Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
• Dynamic monotonicity and comparative statics for real options
• Optimal risk adoption: a real options approach
• Real options approach for fashionable and perishable products using stock loan with regime switching
• Real options in operations research: a review
• Optimal decision policy for real options under general Markovian dynamics
• A Dynkin game under Knightian uncertainty
• REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
• Real Options
• APPLYING REAL OPTIONS AND THE MAXIMUM NPV RULE TO MARKET ENTRY/EXIT STRATEGIES
• scientific article; zbMATH DE number 1862069 (Why is no real title available?)
• A graphical method for valuing switching options
• A generalized complementarity approach to solving real option problems

This page was built for publication: Real options: a framework of optimal switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2928742)