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Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression : a multi-stage stochastic integer programming approach
Maier, Sebastian; Polak, John W.; Gann, David M. - In: Computers & operations research : and their … 115 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012162625
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Valuing pilot projects in a learning by investing framework : an approximate dynamic programming approach
Errais, Eymen; Sadowsky, Jeffrey - In: Computers & operations research : and their … 35 (2008) 1, pp. 90-112
Persistent link: https://www.econbiz.de/10003665860
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The valuation of multidimensional American real options using the LSM simulation method
Cortazar, Gonzalo; Gravet, Miguel; Urzua, Jorge - In: Computers & operations research : and their … 35 (2008) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10003665868
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Mature offshore oil field development : solving a real options problem using stochastic dual dynamic integer programming
Bakker, Steffen J.; Kleiven, Andreas; Fleten, Stein-Erik; … - In: Computers & operations research : and their … 136 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012629573
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On an approximation method for pricing a high-dimensional basket options on assets with mean-reverting prices
Li, Xun; Wu, Zhenyu - In: Computers & operations research : and their … 35 (2008) 1, pp. 76-89
Persistent link: https://www.econbiz.de/10003665818
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Stochastic internal rate of return on investments in sustainable assets generating carbon credits
Dhavale, Dileep G.; Sarkis, Joseph - In: Computers & operations research : and their … 89 (2018), pp. 324-336
Persistent link: https://www.econbiz.de/10011755389
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Fuzzy net present values for capital investments in an uncertain environment
Tsao, Chung-tsen - In: Computers & operations research : and their … 39 (2012) 8, pp. 1885-1892
Persistent link: https://www.econbiz.de/10009503343
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Valuation of commodity derivatives with an unobservable convenience yield
Anh Ngoc Lai; Mellios, Constantin - In: Computers & operations research : and their … 66 (2016), pp. 402-414
Persistent link: https://www.econbiz.de/10011429130
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Integrated cost optimization in a two-stage, automotive supply chain
Masoud, Sherif A.; Mason, Scott J. - In: Computers & operations research : and their … 67 (2016), pp. 1-11
Persistent link: https://www.econbiz.de/10011440344
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Solving a multi-objective dynamic stochastic districting and routing problem with a co-evolutionary algorithm
Lei, Hongtao; Wang, Rui; Laporte, Gilbert - In: Computers & operations research : and their … 67 (2016), pp. 12-24
Persistent link: https://www.econbiz.de/10011440347