Pages that link to "Item:Q2183319"
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The following pages link to Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319):
Displaying 12 items.
- Portfolios of real options (Q932091) (← links)
- Flexibility and project value: interactions and multiple real options (Q1758868) (← links)
- Multistage stochastic programming approach for joint optimization of job scheduling and material ordering under endogenous uncertainties (Q2029905) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- A stochastic programming model with endogenous and exogenous uncertainty for reliable network design under random disruption (Q2183874) (← links)
- Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
- Valuation of R\&D compound option using Markov chain approach (Q2240681) (← links)
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
- Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← links)
- The impacts of uncertainties in a real options model under incomplete information (Q2467288) (← links)
- Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming (Q2669575) (← links)
- (Q3609311) (← links)
