The impact of delivery lags on irreversible investment under uncertainty

DOI10.1016/S0377-2217(01)00057-1zbMath1087.91510MaRDI QIDQ5955098

Luis H. R. Alvarez, Jussi Keppo

Publication date: 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Delivery lagsIrreversible investment opportunitiesOptimal stoppingReal options

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• Unnamed Item
• Demand uncertainty and the value of supply opportunities
• Exit strategies and price uncertainty: A Greenian approach
• Uncertainty and Lags in the Investment Decisions of Firms
• Stochastic differential equations. An introduction with applications.

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