A generalized complementarity approach to solving real option problems
Year of publication: |
2008
|
---|---|
Authors: | Nagae, Takeshi ; Akamatsu, Takashi |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 6, p. 1754-1779
|
Subject: | Realoptionsansatz | Real options analysis | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Theorie | Theory |
-
A limited-feedback approximation scheme for optimal switching problems with execution delays
Perninge, Magnus, (2018)
-
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
Hinz, Juri, (2020)
-
The real option value of operational and managerial flexibility in global supply chain networks
Huchzermeier, Arnd, (2000)
- More ...
-
Dynamic Revenue Management of a Toll Road Project under Transportation Demand Uncertainty
Nagae, Takeshi, (2006)
-
A generalized complementarity approach to solving real option problems
Nagae, Takeshi, (2008)
-
A network of options: Evaluating complex interdependent decisions under uncertainty
Akamatsu, Takashi, (2011)
- More ...