Real options valuation of forest plantation investments in Brazil

European Journal of Operational Research

Volumn 217, Issue 2, 2012, Pages 428-438

  Kallio, Markku ^a   Kuula, Markku ^a   Oinonen, Sami ^a  

^a HELSINKI SCHOOL OF ECONOMICS   (Finland)

Author keywords

Imperfect markets; Investment analysis; Plantation forests; Real options; Stochastic programming

Indexed keywords

COMPETITIVE PRICES; CONVENTIONAL METHODS; DIFFUSION PROCESS; DISCRETE TIME; EUCALYPTUS PLANTATIONS; EXCHANGE RATES; FINANCIAL ASSETS; FOREST PLANTATION; IMPERFECT MARKETS; INTEREST RATE SPREAD; INTEREST RATES; INVESTMENT ANALYSIS; PLANTATION FORESTS; PULPWOOD PRICES; REAL OPTIONS; REAL OPTIONS THEORY; SCENARIO GENERATION; SHORT POSITION; STANDARD SOFTWARE; STOCHASTIC INTEGRAL; STOCK MARKET; TRANSACTION COST; VALUATION METHODS;

COMMERCE; INTEGRAL EQUATIONS; RISK ASSESSMENT; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

INVESTMENTS;

EID: 80755187958     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2011.09.040     Document Type: Article

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