Real options present a wide topic in investment litterature nowadays. However, despite bigadvances in the single asset investment pricing, the theory is miser of informations aboutproblems involving more than one asset. We show in this paper that using dynamic programming,one can find an...

Providing a good formulation is an important part of solving a mixed integer program.We suggest to measure the quality of a formulation by whether it is possible tostrengthen the coefficients of the formulation. Sequentially strengthening coefficientscan then be used as a tool for improving...