Option theory and modeling under uncertainty

DOI10.1023/A:1018991509947zbMath0911.90022MaRDI QIDQ1270595

Daniel S. Christiansen, Stein W. Wallace

Publication date: 1998

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

stochastic programmingdynamic programmingflexibilityreal optionsarbitrageoption theorymodeling under uncertainty

Mathematics Subject Classification ID

Stochastic programming (90C15)

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