Option Methods for Incorporating Risk into Linear Capacity Planning Models
Year of publication: |
2000
|
---|---|
Authors: | Birge, John R. |
Published in: |
Manufacturing & Service Operations Management. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 1523-4614. - Vol. 2.2000, 1, p. 19-31
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | real options | stochastic programming | financial optimization |
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