Blar i NTNU Open på forfatter "Compernolle, Tine"
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Investment Decisions with Two-Factor Uncertainty
Compernolle, Tine; Huisman, Kuno J.M.; Kort, Peter M.; Lavrutich, Maria; Nunes, Cláudia; Thijssen, Jacco J.J. (Peer reviewed; Journal article, 2021)This paper considers investment problems in real options with non-homogeneous two-factor uncertainty. We derive some analytical properties of the resulting optimal stopping problem and present a finite difference algorithm ... -
Stepwise Investment in Circular Plastics Under the Presence of Policy Uncertainty
De Weerdt, Loïc; Compernolle, Tine; Hagspiel, Verena; Kort, Peter; Oliveira, Carlos (Peer reviewed; Journal article, 2021)The use of recycled plastics is critical in the transition to a circular economy. However, for certain types of plastics, the recycling process is economically unviable. Government-driven incentives, such as a policy ...