Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Sebastian Maier, Georg C. Pflug, John W. Polak
| Year of publication: |
2020
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|---|---|
| Authors: | Maier, Sebastian ; Pflug, Georg ; Polak, John W. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 1 (16.8.), p. 133-147
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| Subject: | Stochastic optimisation | Stochastic processes | Real options portfolio | Endogenous uncertainty | Decision/state-dependent uncertainty | Realoptionsansatz | Real options analysis | Risiko | Risk | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.01.055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012239492