Optimal decision policy for real options under general Markovian dynamics
Gonzalo Cortazar, Lorenzo Naranjo, Felipe Sainz
| Year of publication: |
2021
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|---|---|
| Authors: | Cortazar, Gonzalo ; Naranjo, Lorenzo ; Sainz, Felipe |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 2 (16.1.), p. 634-647
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| Subject: | OR in natural resources | Real options | Optimal switching problem | Numerical methods in finance | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Numerisches Verfahren | Numerical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.06.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012439274