Repeated real options: optimal investment behaviour and a good rule of thumb
type: Item
instance of: scholarly article
title: Repeated real options: optimal investment behaviour and a good rule of thumb
zbMATH Open document ID: 1200.91300
author: Nikolaj Malchow-Møller
author: Bo Jellesmark Thorsen
publication date: 2008-11-06T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5362892
zbMATH Keywords: repeated real options
zbMATH Keywords: rule of thumb
zbMATH Keywords: geometric Brownian motion
MaRDI profile type: Publication
full work available at URL: j.jedc.2004.08.002
OpenAlex ID: W2084458859
cites work: The net present value method versus the option value of waiting: A note on Farzin, Huisman and Kort (1998)
cites work: Optimal timing of technology adoption
cites work: Optimal replacement policy with stochastic maintenance and operation costs
DOI: 10.1016/J.JEDC.2004.08.002
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5362892