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Optimal size, optimal timing and optimal financing of an investment

Sarkar, Sudipto - In: Journal of macroeconomics 33 (2011) 4, pp. 681-689

Persistent link: https://www.econbiz.de/10009530440

On an irreversible investment problem with two-factor uncertainty

Dammann, Felix; Ferrari, Giorgio - 2021

We consider a real options model for the optimal irreversible investment problem of a profit maximizing company. The company has the opportunity to invest into a production plant capable of producing two products, of which the prices follow two independent geometric Brownian motions. After...

Persistent link: https://www.econbiz.de/10012488060

The optimal time to remove quarantine bans under uncertainty : the case of Australian bananas

Leroux, Anke; MacLaren, Donald - In: The economic record : er 87 (2011), pp. 140-152

Persistent link: https://www.econbiz.de/10008987812

Optimal Expansion of a Hydrogen Storage System for Wind Power : A Real Options Analysis

Franzen, Stefan - 2017

the real option alive, feature 390 time steps and 76,050 decision nodes each. Each compound decision takes the option of a … a 15-year expiration time and is found to have a value of about €2 million, compared to the net present value of a 5 MW …

Persistent link: https://www.econbiz.de/10012952781

Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression : a multi-stage stochastic integer programming approach

Maier, Sebastian; Polak, John W.; Gann, David M. - In: Computers & operations research : and their … 115 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012162625

Optimal liquidation of child limit orders

Yam, Sheung Chi Phillip; Zhou, W. - In: Mathematics of operations research 42 (2017) 2, pp. 517-545

Persistent link: https://www.econbiz.de/10011684536

Optimal decision rules for HTA under uncertainty : a wider, dynamic perspective

Forster, Martin; Pertile, Paolo - In: Health economics 22 (2013) 12, pp. 1507-1514

Persistent link: https://www.econbiz.de/10010242955

Merchant commodity storage practice revisited

Secomandi, Nicola - In: Operations research 63 (2015) 5, pp. 1131-1143

Persistent link: https://www.econbiz.de/10011397812

Merchant energy trading in a network

Nadarajah, Selvaprabu; Secomandi, Nicola - In: Operations research 66 (2018) 5, pp. 1304-1320

Persistent link: https://www.econbiz.de/10011932448

Transitioning to organic crop production : a dynamic programming approach

Delbridge, Timothy A.; King, Robert P. - In: Journal of agricultural and resource economics : JARE ; … 41 (2016) 3, pp. 481-498

Persistent link: https://www.econbiz.de/10011607358