Optimal stopping made easy
Year of publication: |
2004-10-26
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Authors: | Boyarchenko, Svetlana ; Levendorskiy, Sergey |
Institutions: | EconWPA |
Subject: | Real options | random walks on lattices | expected present value operators |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G12 - Asset Pricing ; G31 - Capital Budgeting; Investment Policy |
Source: |
-
Practical guide to real options in discrete time
Levendorskiy, Sergey, (2004)
-
Practical guide to real options in discrete time
Boyarchenko, Svetlana, (2004)
-
Practical guide to real options in discrete time II
Boyarchenko, Svetlana, (2005)
- More ...
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Irreversible decisions under uncertainty : optimal stopping made easy
Bojarčenko, Svetlana I., (2007)
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Bojarčenko, Svetlana I., (2007)
-
Practical guide to real options in discrete time
Bojarčenko, Svetlana I., (2007)
- More ...