Optimal decision policy for real options under general Markovian dynamics
Year of publication: |
2021
|
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Authors: | Cortazar, Gonzalo ; Naranjo, Lorenzo ; Sainz, Felipe |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 2 (16.1.), p. 634-647
|
Subject: | OR in natural resources | Real options | Optimal switching problem | Numerical methods in finance | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Numerisches Verfahren | Numerical analysis | Stochastischer Prozess | Stochastic process |
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