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A generalized complementarity approach to solving real option problems - MaRDI portal

A generalized complementarity approach to solving real option problems (Q844678)

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scientific article; zbMATH DE number 5660263
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A generalized complementarity approach to solving real option problems
scientific article; zbMATH DE number 5660263

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    A generalized complementarity approach to solving real option problems (English)
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    19 January 2010
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    real options
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    generalized complementarity problem
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    smoothing function-based algorithm
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