Modeling and computation of water management by real options

DOI10.3934/jimo.2017038zbMath1412.49010OpenAlexW2606902854MaRDI QIDQ1716925

Shuhua Zhang, Hua Li, Xin Yu Wang

Publication date: 5 February 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017038

zbMATH Keywords

real optionsfitted finite volume methodpower penalty methodwater managementoptimal investment decision

Mathematics Subject Classification ID

Decision theory (91B06) Existence theories for optimal control problems involving partial differential equations (49J20) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

Related Items (4)

Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area ⋮ Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method ⋮ Unnamed Item ⋮ On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models

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