Real options in operations research: a review (Q1754719)

scientific article; zbMATH DE number 6877265

Language	Label	Description	Also known as
English	Real options in operations research: a review	scientific article; zbMATH DE number 6877265

Statements

instance of

scholarly article

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title

Real options in operations research: a review (English)

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author

Lenos Trigeorgis

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Andrianos E. Tsekrekos

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published in

European Journal of Operational Research

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publication date

31 May 2018

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full work available at URL

https://kclpure.kcl.ac.uk/portal/en/publications/real-options-in-operations-research(992f4337-0da6-4aa2-8550-36b18bf22d0f).html

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zbMATH Keywords

finance

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review article

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real options

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investment under uncertainty

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operations research sub-disciplines

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MaRDI profile type

Publication

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cites work

The effect of tax depreciation on the stochastic replacement policy

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Double-sided price adjustment flexibility with a preemptive right to exercise

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Arithmetic Brownian motion and real options

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The effect of depreciation allowances on the timing of investment and government tax revenue

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Contact Centers with a Call-Back Option and Real-Time Delay Information

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On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design

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Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry

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An options-based approach to coordinating distributed decision systems

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Optimal exercise of jointly held real options: a Nash bargaining approach with value diversion

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Impact of sourcing flexibility on the outsourcing of services under demand uncertainty

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The capital cost of holding inventory with stochastically mean-reverting purchase price

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The Effects of Financial Risks on Inventory Policy

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Technology choice under several uncertainty sources

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Investment timing and optimal capacity choice for small hydropower projects

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Renewable energy investments under different support schemes: a real options approach

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What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions

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Decision analysis and real options: a discrete time approach to real option valuation

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Volatility estimation for stochastic project value models

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Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options

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Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue

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Optimal crude oil procurement under fluctuating price in an oil refinery

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Strategic investment under uncertainty: a synthesis

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Real options approach for fashionable and perishable products using stock loan with regime switching

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Optimal investment under operational flexibility, risk aversion, and uncertainty

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Duopolistic competition under risk aversion and uncertainty

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Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain

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The impact of voluntary disclosure on a firm's investment policy

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Wireless network capacity management: a real options approach

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Flexible waste management under uncertainty

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Hysteresis effects under CIR interest rates

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A path-dependent contingent-claims approach to capacity investments

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Stochastic optimal budget decision for advertising considering uncertain sales responses

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Collaboration in tool development and capacity investments in high technology manufacturing networks

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Microgrid investment under uncertainty: a real option approach using closed form contingent analysis

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Gas storage valuation applying numerically constructed recombining trees

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A real options approach to labour shifts planning under different service level targets

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Fixed versus flexible production systems: A real options analysis

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Investment decisions in mobile telecommunications networks applying real options

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Valuing Modularity as a Real Option

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Complex compound option models -- can practitioners truly operationalize them?

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An option-based revenue management procedure for strategic airline alliances

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Optimizing the Supply Chain Configuration for New Products

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Return distributions of strategic growth options

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Optimal technology adoption when the arrival rate of new technologies changes

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Discrete time modeling of mean-reverting stochastic processes for real option valuation

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Investment Timing with Incomplete Information and Multiple Means of Learning

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Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture

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Preemptive patenting under uncertainty and asymmetric information

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Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand

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Strategic technology adoption taking into account future technological improvements: a real options approach

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Real options valuation of forest plantation investments in Brazil

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Innovation diffusion uncertainty, advertising and pricing policies

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How real option disinvestment flexibility augments project NPV

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New product development flexibility in a competitive environment

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Valuing the flexibility of investing in security process innovations

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The impact of investment lags on investment decision

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Real options in strategic investment games between two asymmetric firms

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Uncertainty and stepwise investment

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Real R\&D options with time-to-learn and learning-by-doing

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A methodology using option pricing to determine a suitable discount rate in environmental management

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An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation

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Valuation of Storage at a Liquefied Natural Gas Terminal

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Patent-investment games under asymmetric information

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Outsourcing and capacity planning in an uncertain global environment

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Applying the maximum NPV rule with discounted/growth factors to a flexible production scale model

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The determinant of production entry and exit model on financing behavior

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Supply chain networks with global outsourcing and quick-response production under demand and cost uncertainty

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Controlling for supplier switching in the presence of real options and asymmetric information

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Earnouts in mergers and acquisitions: a game-theoretic option pricing approach

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Timing and eco(nomic) efficiency of climate-friendly investments in supply chains

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Online Low-Price Guarantees—A Real Options Analysis

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Integrating stochastic programming and decision tree techniques in land conversion problems

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A decision-making tool for project investments based on real options: the case of wind power generation

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Timing of investments in oligopoly under uncertainty: a framework for numerical analysis

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Evaluation of firm's loss due to incomplete information in real investment decision

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Induced effects and technological innovation with strategic environmental policy

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Valuing interdependent multi-stage IT investments: a real options approach

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Evaluating pharmaceutical R\&D under technical and economic uncertainty

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Valuing forestlands with stochastic timber and carbon prices

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Capital renewal as a real option

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Project options valuation with net present value and decision tree analysis

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Revisiting corporate growth options in the presence of state-dependent cashflow risk

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Sharing risk through concession contracts

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Optimal Commodity Trading with a Capacitated Storage Asset

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The impacts of uncertainties in a real options model under incomplete information

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Interactions between investment timing and management effort under asymmetric information: costs and benefits of privatized firms

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Investment timing, debt structure, and financing constraints

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Strategic investment timing under asymmetric access charge regulation in telecommunications

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Capacity switching options under rivalry and uncertainty

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The valuation of options on capacity with cost and demand uncertainty

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Single machine scheduling under market uncertainty

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The effect of information streams on capital budgeting decisions

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Valuation and Optimal Operation of Electric Power Plants in Competitive Markets

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A Framework Using Two-Factor Price Lattices for Generation Asset Valuation

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Risk Mitigation in Newsvendor Networks: Resource Diversification, Flexibility, Sharing, and Hedging

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Stochastic programming and the option of doing it differently

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A copulas-based approach to modeling dependence in decision trees

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An approach to the valuation and decision of ERP investment projects based on real options

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Operational asset replacement strategy: a real options approach

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Valuation of project portfolios: an endogenously discounted method

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Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)

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Identifiers

zbMATH Open document ID

1403.90436

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Mathematics Subject Classification ID

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10.1016/J.EJOR.2017.11.055

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Sitelinks

Mathematics(1 entry)

mardi Publication:1754719