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Optimal Entry and Exit Decisions Under Uncertainty and the Impact of Mean Reversion. (2022). Tvedt, Jostein.
In: SN Operations Research Forum.
RePEc:spr:snopef:v:3:y:2022:i:4:d:10.1007_s43069-022-00161-9.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Optimal Entry and Exit Decisions Under Uncertainty and the Impact of Mean Reversion. (2022). Tvedt, Jostein.
    In: SN Operations Research Forum.
    RePEc:spr:snopef:v:3:y:2022:i:4:d:10.1007_s43069-022-00161-9.

    Full description at Econpapers || Download paper

  2. Leaving well-worn paths: Reversal of the investment-uncertainty relationship and flexible biogas plant operation. (2022). Kupfer, Stefan ; Lauven, Lars-Peter ; Briest, Gordon ; Lukas, Elmar.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:300:y:2022:i:3:p:1162-1176.

    Full description at Econpapers || Download paper

  3. Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations. (2020). Tarnopolskaya, Tanya ; Hinz, Juri ; Yee, Jeremy.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:286:y:2020:i:1:d:10.1007_s10479-018-2910-3.

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  4. APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION. (2019). Jiang, Yupeng ; Capriotti, Luca ; Shaimerdenova, Gaukhar.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:22:y:2019:i:02:n:s0219024918500553.

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  5. Market driven ship investment decision using the real option approach. (2018). Kou, Ying ; Luo, Meifeng.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:118:y:2018:i:c:p:714-729.

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  6. Towards sustainable mining (Part I): Valuing investment opportunities in the mining sector. (2017). Rojo, Javier ; Espinoza, David R.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:52:y:2017:i:c:p:7-18.

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  7. The application of DNPV to unlock foreign direct investment in waste-to-energy in developing countries. (2017). Ebrahimi, Seyed Babak ; Shimbar, Ali.
    In: Energy.
    RePEc:eee:energy:v:132:y:2017:i:c:p:186-193.

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  8. Optimal funding and hiring/firing policies with mean reverting demand. (2016). Prigent, Jean-Luc ; Bouasker, O ; Letifi, N.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:569-579.

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  9. Leveraged investments and agency conflicts when cash flows are mean reverting. (2016). Hambusch, Gerhard ; Glover, Kristoffer.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:67:y:2016:i:c:p:1-21.

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  10. What do market-calibrated stochastic processes indicate about the long-term price of crude oil?. (2014). Hahn, Warren J. ; Dyer, James S. ; DiLellio, James A..
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:212-221.

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  11. Irreversible exit decisions under mean-reverting uncertainty. (2013). Tsekrekos, Andrianos.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:110:y:2013:i:1:p:5-23.

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  12. Feedback effects of credit ratings. (2013). Manso, Gustavo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:2:p:535-548.

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  13. Irreversibility, mean reversion, and investment timing. (2013). Yi, Long ; Wong, Kit Pong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:770-775.

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  14. Feedback Effects of Credit Ratings. (2011). Manso, Gustavo.
    In: 2011 Meeting Papers.
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  15. Progressive taxation and corporate liquidation policies with mean-reverting earnings. (2010). Wong, Kit Pong ; Chu, Kai Cheung .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:730-736.

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  16. The effect of mean reversion on entry and exit decisions under uncertainty. (2010). Tsekrekos, Andrianos.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:4:p:725-742.

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  17. Flexibility as a source of value in the production of alternative fuels: The ethanol case. (2009). Hahn, Warren J. ; Brando, Luiz ; Bastian-Pinto, Carlos .
    In: Energy Economics.
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  18. Valuing flexibility: The case of an Integrated Gasification Combined Cycle power plant. (2008). Chamorro, Jose ; Abadie, Luis M..
    In: Energy Economics.
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  19. Equity Systematic Risk (Beta) and Its Determinants*. (2007). Sarkar, Sudipto ; Hong, Gwangheon.
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  20. Monte Carlo Valuation of natural gas investments. (2006). Abadie, Luis Maria ; Jose Manuel Chamorro Gomez, .
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  21. The market value of forest concessions in the Brazilian Amazon: a Real Option approach. (2006). Moreira, Ajax ; Moreira, Ajax R. B., ; Carvalho, Leonardo ; Rocha, Katia ; Reis, Eustaquio J..
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  22. A synthetic protective put strategy for phased investment in projects without an outright deferral.. (2005). Bhattacharya, Sukanto.
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  23. Valuing Flexibility: The case of an Integrated Gasification Combined Cycle Power Plant. (2005). Chamorro, Jose ; Abadie, Luis Maria.
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  24. Valuing Flexibility: The case of an Integrated Gasification Combined Cycle Power Plant. (2005). Abadie, Luis M. ; Chamorro, Jose M..
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  25. Explicit solutions to an optimal portfolio choice problem with stochastic income. (2005). Henderson, Vicky.
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  26. The effect of mean reversion on investment under uncertainty. (2003). Sarkar, Sudipto.
    In: Journal of Economic Dynamics and Control.
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  27. A simple model of risk and return on long-lived tangible assets. (1978). Schmalensee, Richard.
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