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~subject:"Real options analysis"
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Real options analysis
Stochastischer Prozess
80
Stochastic process
79
geometric Brownian motion
51
Geometric Brownian motion
48
Option pricing theory
47
Optionspreistheorie
47
Theorie
42
Theory
41
Geometric Brownian Motion
31
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17
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17
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15
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15
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14
Optionsgeschäft
14
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13
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12
optimal stopping
10
Börsenkurs
9
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9
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9
Search theory
9
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9
Suchtheorie
9
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8
Realoptionsansatz
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7
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7
Markov-Kette
7
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7
Risk measure
7
Estimation theory
6
Monte Carlo simulation
6
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6
Schätztheorie
6
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6
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5
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Min, K. Jo
3
Abbasi, Babak
1
AlShelahi, Abdullah
1
Alavifard, Farzad
1
Bastian-Pinto, Carlos de Lamare
1
Berk, Ales S.
1
Brandão, Luiz Eduardo Teixeira
1
Breccia, Adriana
1
Byon, Eunshin
1
Heydari, Somayeh
1
Jahani, Hamed
1
Kremer, Gül
1
Ovenden, Nick
1
Ozorio, Luiz de Magalhães
1
Podhraski, Dejan
1
Poço, Arthur Felipe Tavares do
1
Sadat, Mohammad Ahnaf
1
Saigal, Romesh
1
Shi, Wenbo
1
Siddiqui, Afzal
1
Talluri, Srinivas
1
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International journal of production economics
2
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1
Computational Management Science
1
Decision analytics journal
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IEEE transactions on engineering management : EM
1
International journal of sustainable economy : IJSE
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Risk management : a journal of risk, crisis and disaster
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ECONIS (ZBW)
8
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1
A real options model for remanufacturing facility installation decisions
Sadat, Mohammad Ahnaf
;
Kremer, Gül
;
Min, K. Jo
- In:
Decision analytics journal
7
(
2023
),
pp. 1-19
.g., exchange rate volatility, raw material price volatility, etc.), we assume it is characterized by a
geometric
Brownian
motion
…
Persistent link: https://www.econbiz.de/10014436613
Saved in:
2
Real options, intellectual property, R&D,
geometric
Brownian
motion
, Stackelberg games
Breccia, Adriana
-
2019
Persistent link: https://www.econbiz.de/10011988095
Saved in:
3
A parameter based approach to single factor stochastic process selection for real options applications
Bastian-Pinto, Carlos de Lamare
;
Brandão, Luiz Eduardo …
- In:
The European journal of finance
27
(
2021
)
15
,
pp. 1533-1552
Persistent link: https://www.econbiz.de/10012653114
Saved in:
4
Transition from coal to natural gas power plants under CO2 consideration : a real options approach
Wang, Chung-Hsiao
;
Min, K. Jo
- In:
International journal of sustainable economy : IJSE
12
(
2020
)
4
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012533186
Saved in:
5
Data-driven prediction for volatile processes based on real option theories
AlShelahi, Abdullah
;
Wang, Jingxing
;
You, Mingdi
;
Byon, …
- In:
International journal of production economics
226
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012294651
Saved in:
6
Superiority of Monte Carlo simulation in valuing real options within public-private partnerships
Berk, Ales S.
;
Podhraski, Dejan
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011859007
Saved in:
7
Supply chain network redesign with demand and price uncertainty
Jahani, Hamed
;
Abbasi, Babak
;
Alavifard, Farzad
; …
- In:
International journal of production economics
205
(
2018
),
pp. 287-312
Persistent link: https://www.econbiz.de/10011931529
Saved in:
8
Product remanufacturing : a real options approach
Shi, Wenbo
;
Min, K. Jo
- In:
IEEE transactions on engineering management : EM
61
(
2014
)
2
,
pp. 237-250
Persistent link: https://www.econbiz.de/10010360839
Saved in:
9
Real options analysis of investment in carbon capture and sequestration technology
Heydari, Somayeh
;
Ovenden, Nick
;
Siddiqui, Afzal
- In:
Computational Management Science
9
(
2012
)
1
,
pp. 109-138
Persistent link: https://www.econbiz.de/10010539355
Saved in:
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