Data-driven prediction for volatile processes based on real option theories
Abdullah AlShelahi, Jingxing Wang, Mingdi You, Eunshin Byon, Romesh Saigal
| Year of publication: |
2020
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|---|---|
| Authors: | AlShelahi, Abdullah ; Wang, Jingxing ; You, Mingdi ; Byon, Eunshin ; Saigal, Romesh |
| Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 226.2020, p. 1-7
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| Subject: | Predictive modeling | Time-varying geometric brownian motion | Real options | Manufacturing | Realoptionsansatz | Real options analysis | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijpe.2019.107605 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294651