Pages that link to "Item:Q1311228"
From MaRDI portal
The following pages link to Choosing among alternative discrete investment projects under uncertainty (Q1311228):
Displaying 28 items.
- When is it better to wait for a new version? Optimal replacement of an emerging technology under uncertainty (Q256619) (← links)
- Project selection and scheduling with uncertain net income and investment cost (Q297680) (← links)
- How to escape a declining market: capacity investment or exit? (Q323283) (← links)
- Real options analysis of investment in carbon capture and sequestration technology (Q373179) (← links)
- Optimal investment under operational flexibility, risk aversion, and uncertainty (Q421597) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Irreversible investment and discounting: an arbitrage pricing approach (Q666449) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- Technology choice under several uncertainty sources (Q976494) (← links)
- Uncertainty and stepwise investment (Q1038396) (← links)
- On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
- The interaction of debt financing, cash grants and the optimal investment policy under uncertainty (Q1728507) (← links)
- Rescaling-contraction with a lower cost technology when revenue declines (Q1737495) (← links)
- Optimal regime switching under risk aversion and uncertainty (Q1752227) (← links)
- When and how much to invest? Investment and capacity choice under product life cycle uncertainty (Q1753535) (← links)
- Renewable energy investments under different support schemes: a real options approach (Q1926729) (← links)
- Capacity switching options under rivalry and uncertainty (Q1926972) (← links)
- A real options approach for joint overhaul and replacement strategies with mean reverting prices (Q2178352) (← links)
- Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Optimality Criteria for Investment Projects Under Uncertainty (Q2999087) (← links)
- VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE (Q3580218) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)
- OPTIMAL INVESTMENT IN INTERRELATED PROJECTS (Q5878694) (← links)
- Strategic investment under uncertainty in a triopoly market: timing and capacity choice (Q6112577) (← links)
- Irreversible investment under predictable growth: why land stays vacant when housing demand is booming (Q6139990) (← links)
- Investment in two alternative projects with multiple switches and the exit option (Q6146110) (← links)
