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Real options : an alternative valuation model for the U.S. REIT market
Dubreuille, Stephane; Cherif, Mondher; Bellalah, Mondher - In: International journal of business 21 (2016) 1, pp. 42-54
Persistent link: https://www.econbiz.de/10011457839
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Leveraged investments and agency conflicts when cash flows are mean reverting
Glover, Kristoffer J.; Hambusch, Gerhard - In: Journal of economic dynamics & control 67 (2016), pp. 1-21
Persistent link: https://www.econbiz.de/10011708382
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Irreversible exit decisions under mean-reverting uncertainty
Tsekrekos, Andrianos E. - In: Journal of economics 110 (2013) 1, pp. 5-23
Persistent link: https://www.econbiz.de/10009790140
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Irreversibility, mean reversion, and investment timing
Kit, Pong Wong; Yi, Long - In: Economic modelling 30 (2013), pp. 770-775
Persistent link: https://www.econbiz.de/10009708800
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Valuing flexibility : the case of an integrated gasification combined cycle power plant
Abadié Muñoz, Luis María; Chamorro, José-Maria - In: Energy economics 30 (2008) 4, pp. 1850-1881
Persistent link: https://www.econbiz.de/10003745329
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
Ewald, Christian-Oliver; Yang, Zhaojun - In: Mathematical methods of operations research 68 (2008) 1, pp. 97-123
Persistent link: https://www.econbiz.de/10003748388
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Optimal entry and exit decisions under uncertainty and the impact of mean reversion
Tvedt, Jostein - In: Operations research forum 3 (2022) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10013461934
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Revisiting the Tourinho real options model : outstanding issues 30 years later
Tourinho, Octávio Augusto Fontes - In: The European journal of finance 19 (2013) 7/8, pp. 591-603
Persistent link: https://www.econbiz.de/10010244752
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A real options approach for joint overhaul and replacement strategies with mean reverting prices
Mac Cawley, A. F.; Cubillos, Maximiliano; Pascual, Rodrigo - In: Operations research and systems : XVIII …, (pp. 303-324). 2020
Persistent link: https://www.econbiz.de/10012167830
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Valorización de opciones reales : modelo Ornstein-Uhlenbeck
Tresierra, Álvaro; Carrasco Montero, Claudia Marilia - In: Journal of economics, finance & administrative science 21 (2016) 41, pp. 56-62
This study has as its main objective to develop an analysis of decision making under uncertainty using the real options application in the evaluation of investments in mining projects. It is also proposed to study the behaviour of gold prices, for the specific case of Peru, using historic prices...
Persistent link: https://www.econbiz.de/10011875169