Structural estimation of real options models
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Cited by:
- Andrea Gamba & Nicola Fusari, 2009.
"Valuing Modularity as a Real Option,"
Management Science, INFORMS, vol. 55(11), pages 1877-1896, November.
- Andrea GAMBA & Nicola FUSARI, 2008. "Valuing modularity as a real option," Swiss Finance Institute Research Paper Series 08-20, Swiss Finance Institute.
- Stein‐Erik Fleten, 2021. "Remarks on “Network Structure and Its Impact on Commodity Markets”," Production and Operations Management, Production and Operations Management Society, vol. 30(12), pages 4575-4576, December.
- Lucija Muehlenbachs, 2015. "A Dynamic Model Of Cleanup: Estimating Sunk Costs In Oil And Gas Production," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 155-185, February.
- Muehlenbachs, Lucija, 2012. "Testing for Avoidance of Environmental Obligations," RFF Working Paper Series dp-12-12, Resources for the Future.
- Fleten, Stein-Erik & Haugom, Erik & Pichler, Alois & Ullrich, Carl J., 2020. "Structural estimation of switching costs for peaking power plants," European Journal of Operational Research, Elsevier, vol. 285(1), pages 23-33.
- Locatelli, Giorgio & Mancini, Mauro & Lotti, Giovanni, 2020. "A simple-to-implement real options method for the energy sector," Energy, Elsevier, vol. 197(C).
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Keywords
Real options Markov decision processes Discrete decision processes Monte Carlo methods;Statistics
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