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A Model for Investments in the Natural Resource Industry with Switching Costs
15 references·4 citing·28 second hop
A Model for Investments in the Natural Resource Industry with Switching Costs (2001)A Model for Investments in the Natural Re…A Model for Investment Decisions with Switching Costs (2001)A Model for Investment Decisi…Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (2000)Classical and Impulse Stochas…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Valuation of Investments in Real Assets with Implications for the Stock Prices (1998)Valuation of Investments in R…Optimal stochastic intervention control with application to the exchange rate (1998)Optimal stochastic interventi…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Optimal Switching in an Economic Activity under Uncertainty (1994)Optimal Switching in an Econo…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyA Class of Solvable Stochastic Investment Problems Involving Singular Controls (1993)A Class of Solvable Stochasti…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Br…The High Contact Principle as a Sufficiency Condition for Optimal Stopping (1990)The High Contact Principle as…Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (2016)Finite-Horizon Optimal Multip…An optimal multiple stopping approach to infrastructure investment decisions (2015)An optimal multiple stopping …The explicit solution to a sequential switching problem with non-smooth data (2010)The explicit solution to a se…Optimal Switching with Applications to Energy Tolling Agreements (2005)Optimal Switching with Applic…Investment in Human Capital: A Theoretical Analysis (1962)Irreversibility, Uncertainty, and Investment (1990)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Theory of rational option pricing (2005)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)On some recent aspects of stochastic control and their applications (2005)Brownian Motion and Stochastic Calculus (2007)Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case (2007)Switching problem and related system of reflected backward SDEs (2010)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)On the Starting and Stopping Problem: Application in Reversible Investments (2007)A Finite Horizon Optimal Multiple Switching Problem (2009)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1994Optimal Switching in an Economic Activity under Uncertainty198 cited
  • 2001A Model for Investment Decisions with Switching Costs117 cited
  • 2000Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves107 cited
  • 1998Optimal stochastic intervention control with application to the exchange rate105 cited
  • 1993A Class of Solvable Stochastic Investment Problems Involving Singular Controls86 cited
  • 1990The High Contact Principle as a Sufficiency Condition for Optimal Stopping68 cited
  • 1998Valuation of Investments in Real Assets with Implications for the Stock Prices48 cited

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Cited by

  • 2005Optimal Switching with Applications to Energy Tolling Agreements40 cited
  • 2010The explicit solution to a sequential switching problem with non-smooth data26 cited
  • 2015An optimal multiple stopping approach to infrastructure investment decisions24 cited
  • 2016Finite-Horizon Optimal Multiple Switching with Signed Switching Costs24 cited