Real options analysis of investment in carbon capture and sequestration technology

DOI10.1007/S10287-010-0124-5zbMath1273.91349OpenAlexW2073281854MaRDI QIDQ373179

Nick Ovenden, Somayeh Heydari, Afzal S. Siddiqui

Publication date: 21 October 2013

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-010-0124-5

zbMATH Keywords

geometric Brownian motionCCSmutually exclusive optionsreal options analysis

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Corporate finance (dividends, real options, etc.) (91G50)

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Cites Work

• Choosing among alternative discrete investment projects under uncertainty
• Optimal timing problems in environmental economics.
• Irreversible investment in alternative projects

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