Optimal exit and valuation under demand uncertainty: a real options approach
type: Item
instance of: scholarly article
title: Optimal exit and valuation under demand uncertainty: a real options approach
zbMATH Open document ID: 0935.91016
DOI: 10.1016/S0377-2217(98)00259-8
author: Luis H. R. Alvarez
published in: European Journal of Operational Research
publication date: 2000-05-14T00:00:00Z
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 1319515
zbMATH Keywords: optimal stopping of linear diffusions
zbMATH Keywords: value function
zbMATH Keywords: option value
zbMATH Keywords: optimal exit strategy
zbMATH Keywords: valuation of stochastic cash flows
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1319515