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  • Search: subject:"Numerical methods in finance"
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Dynamic programming 1 Dynamische Optimierung 1 Markov chain 1 Markov-Kette 1 Mathematical programming 1 Mathematische Optimierung 1 Numerical analysis 1 Numerical methods in finance 1 Numerisches Verfahren 1 OR in natural resources 1 Optimal switching problem 1 Option pricing theory 1 Optionspreistheorie 1 Real options 1 Real options analysis 1 Realoptionsansatz 1 Stochastic process 1 Stochastischer Prozess 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cortazar, Gonzalo 1 Naranjo, Lorenzo 1 Sainz, Felipe 1
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European journal of operational research : EJOR 1
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ECONIS (ZBW) 1
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Optimal decision policy for real options under general Markovian dynamics
Cortazar, Gonzalo; Naranjo, Lorenzo; Sainz, Felipe - In: European journal of operational research : EJOR 288 (2021) 2, pp. 634-647
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012439274
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