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On the Use of Martingales in Monte Carlo approaches to multiperiod Parameter Uncertainty in Capital Investment Risk Analysis
7 references·0 citing·27 second hop
On the Use of Martingales in Monte Carlo approaches to multiperiod Parameter Uncertainty in Capital Investment Risk Analysis (1998)On the Use of Martingales in Monte Carlo …Capital budgeting and long-term financing decisions (1990)Capital budgeting and long-te…Advanced engineering economics (1990)Advanced engineering economicsError Propagation for Large Errors (1987)Error Propagation for Large E…Methods for Uncertainty Analysis: A Comparative Survey (1981)Methods for Uncertainty Analy…"Capital Investment and Financial Decisions." (1980)"Capital Investment and Finan…The Resolution of Investment Uncertainty Through Time (1972)The Resolution of Investment …The Analysis of Uncertainty Resolution in Capital Budgeting for new Products (1969)The Analysis of Uncertainty R…The Derivation of Probabilistic Information for the Evaluation of Risky Investments (1963)EXPLOIT THE PRODUCT LIFE CYCLE (1965)CONCEPTUAL PROBLEMS IN THE USE OF RISK‐ADJUSTED DISCOUNT RATES* (1966)Capital Budgeting under Conditions of Uncertainty as to Project Life (1972)Criteria for major investment decisions (1986)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Small sample sensitivity analysis techniques for computer models.with an application to risk assessment (1980)The Effect of Neglecting Correlations When Propagating Uncertainty and Estimating the Population Distribution of Risk (1992)On the problem of model validation for predictive exposure assessments (1997)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Uncertainties and their treatment in the quantitative risk assessment of domino effects: Classification and review (2023)A COMPARISON OF UNCERTAINTY AND SENSITIVITY ANALYSIS TECHNIQUES FOR COMPUTER MODELS (1985)Exact propagation of uncertainties in multiplicative models (2000)Statistical Methods for Learning Curves and Cost Analysis (2003)Estimating the Accuracy of the Return on Investment (ROI) Performance Evaluations (2015)Sequential Decision Problems: A Model to Exploit Existing Forecasters (1969)Risk Aversion in the Small and in the Large (1976)PHASED CAPACITY EXPANSION - USING CONTINUOUS DISTRIBUTIONS TO MODEL PRIOR BELIEFS (1997)Fuzziness and randomness in investment project risk appraisal (2005)Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty (2006)Five decades of research on capital budgeting – A systematic review and future research agenda (2021)Growth Opportunities and the Stock Price Response to New Financing (1992)Timing, diffusion, and substitution of successive generations of technological innovations: The IBM mainframe case (1996)On the new ISO guide on risk management terminology (2011)A compendium and comparison of 25 project evaluation techniques. Part 2: Ratio, payback, and accounting methods (1995)EXPLOITING UNCERTAINTY—INVESTMENT OPPORTUNITIES AS REAL OPTIONS: A NEW WAY OF THINKING IN ENGINEERING ECONOMICS (2000)Real Options Valuation of U.S. Federal Renewable Energy Research, Development, \nDemonstration, and Deployment (2005)
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References

  • 1980"Capital Investment and Financial Decisions."336 cited
  • 1990Advanced engineering economics211 cited
  • 1990Capital budgeting and long-term financing decisions127 cited
  • 1981Methods for Uncertainty Analysis: A Comparative Survey119 cited
  • 1969The Analysis of Uncertainty Resolution in Capital Budgeting for new Products27 cited
  • 1987Error Propagation for Large Errors24 cited
  • 1972The Resolution of Investment Uncertainty Through Time24 cited

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