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

DOI10.1007/s10479-014-1659-6zbMath1315.91066OpenAlexW2061305916MaRDI QIDQ2341201

Ruwen Qin, Ahmed A. A. Al sharif

Publication date: 23 April 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1659-6

zbMATH Keywords

real optionspricingprice flexibilityrisk managementprice riskprocurement/lease contracts

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

\textit{Ex-ante} real estate value at risk calculation method ⋮ Real options in operations research: a review

Cites Work

• Evaluating leases with complex operating options
• Valuing flexibility: An impulse control framework
• Real R\&D options with time-to-learn and learning-by-doing
• Time Charters with Purchase Options in Shipping: Valuation and Risk Management
• Real Options in Leasing: The Effect of Idle Time
• Valuing flexibility in offshore petroleum projects
• Unnamed Item

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