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ArticleAn optimal multiple stopping approach to infrastructure investment decisions

Eric Dahlgren2015

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Articlegreen2015

An optimal multiple stopping approach to infrastructure investment decisions

Eric Dahlgren · Tim Leung

24 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Capital Investment and Risk Analysis Stochastic processes and financial applications Fiscal Policy and Economic Growth

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References

1994Investment Under Uncertainty.2004Stochastic Calculus for Finance II: Continuous-Time Models 1985Investment and the Valuation of Firms When There is an Option to Shut Down 2004Valuation of Commodity-Based Swing Options 2008OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS 2007Valuing the option to invest in an incomplete market 2007Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects 2009Forward curves, scarcity and price volatility in oil and natural gas markets

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2017IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION 2015AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING 2019Model risk in real option valuation

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Year2015

Typearticle

Published2015-02-10

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations24

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.1016/j.jedc.2015.02.001

openalex_workW2952338003

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