SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The tree-cutting problem in a stochastic environment
4 references·14 citing·40 second hop
The tree-cutting problem in a stochastic environment (1989)The tree-cutting problem in a stochastic …Rational Theory of Warrant Pricing (2015)Rational Theory of Warrant Pr…Stochastic Methods in Economics and Finance. (1984)Stochastic Methods in Economi…Stochastic Methods in Economics and Finance. (1983)Stochastic Methods in Economi…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesProfit sharing under the threat of nationalization (2013)Profit sharing under the thre…Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem (2011)Regime switching in stochasti…Estimating the influence of U.S. ethanol policy on plant investment decisions: A real options analysis with two stochastic variables (2011)Estimating the influence of U…Real Options in Resource Economics (2010)Real Options in Resource Econ…Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming (2009)Contrasting two approaches in…Optimal harvesting under resource stock and price uncertainty (2006)Optimal harvesting under reso…Stochastic Forest Stand Value and Optimal Timber Harvesting (2004)Stochastic Forest Stand Value…On the elasticities of harvesting rules (2004)On the elasticities of harves…Options, uncertainty and sunk costs: (2003)Options, uncertainty and sunk…On the Tree-Cutting Problem under Interest Rate and Timber Value Uncertainty (2003)On the Tree-Cutting Problem u…Harvesting a renewable resource under uncertainty (2003)Harvesting a renewable resour…Real options in the forest: what if prices are mean-reverting? (2002)Real options in the forest: w…Wilderness: options to preserve, extract, or develop (2000)Wilderness: options to preser…The Effect of Catastrophic Risk on Forest Investment Decisions (1996)The Effect of Catastrophic Ri…The Variation of Certain Speculative Prices (1963)Option pricing (1976)A contingent-claims valuation of convertible securities (1977)ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (1992)The variation of certain speculative prices (1997)American Economic Review (2019)The Pricing of Options on Assets with Stochastic Volatilities (1987)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)What Drives Land-Use Change in the United States? A National Analysis of Landowner Decisions (2007)The efficiency of voluntary incentive policies for preventing biodiversity loss (2010)The additionality problem with offsets: Optimal contracts for carbon sequestration in forests (2013)Irreversibility, Uncertainty, and Investment (1990)Timber Price Dynamics Following a Natural Catastrophe (2000)Management of evacuation in case of fire accidents in chemical industrial areas (2007)Time and uncertainty in resource dilemmas: equilibrium solutions and experimental results (2014)The Bargaining Problem (1950)The survival of the conformist: Social pressure and renewable resource management (2011)Drought and Civil War in Sub‐Saharan Africa (2013)Immigration, Offshoring, and American Jobs (2013)Mathematical Bioeconomics (1974)Managing exotic pests under uncertainty: optimal control actions and bioeconomic investigations (2004)Investment in electric energy storage under uncertainty: a real options approach (2016)Econometric Models and Economic Forecasts (1990)Real options for precautionary fisheries management (2008)Solving optimal timing problems in environmental economics (2011)Option pricing when underlying stock returns are discontinuous (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Combined Fixed Point and Policy Iteration for Hamilton--Jacobi--Bellman Equations in Finance (2012)Real option games with R&D and learning spillovers (2012)Quantifying the value of investing in distributed natural gas and renewable electricity systems as complements: Applications of discounted cash flow and real options analysis with stochastic inputs (2016)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)Macroeconomics and finance: The role of the stock market (1984)The numeraire portfolio (1990)The intensity and timing of investment: The case of land (1994)Environmental policy under imperfect information: Incentives and moral hazard (1991)Continuous‐Time Methods in Finance: A Review and an Assessment (2000)A Real Options Approach to the Valuation of a Forestry Investment (2002)
this work references cited by second hop

References

  • 1980Controlled Diffusion Processes1,311 cited
  • 2015Rational Theory of Warrant Pricing534 cited
  • 1984Stochastic Methods in Economics and Finance.313 cited
  • 1983Stochastic Methods in Economics and Finance.262 cited

Cited by

  • 2003Options, uncertainty and sunk costs:152 cited
  • 1996The Effect of Catastrophic Risk on Forest Investment Decisions83 cited
  • 2013Profit sharing under the threat of nationalization71 cited
  • 2003Harvesting a renewable resource under uncertainty67 cited
  • 2000Wilderness: options to preserve, extract, or develop64 cited
  • 2011Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem57 cited
  • 2002Real options in the forest: what if prices are mean-reverting?52 cited
  • 2004Stochastic Forest Stand Value and Optimal Timber Harvesting47 cited
  • 2004On the elasticities of harvesting rules46 cited
  • 2011Estimating the influence of U.S. ethanol policy on plant investment decisions: A real options analysis with two stochastic variables45 cited
  • 2009Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

43 cited
  • 2006Optimal harvesting under resource stock and price uncertainty38 cited
  • 2010Real Options in Resource Economics31 cited
  • 2003On the Tree-Cutting Problem under Interest Rate and Timber Value Uncertainty28 cited