Capacity reservation for capital-intensive technologies. An options approach.

DOI10.1007/978-3-642-19006-3zbMath1103.91002OpenAlexW2506957164MaRDI QIDQ1865755

Stefan Spinler

Publication date: 1 April 2003

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-19006-3

zbMATH Keywords

game theorydynamic programmingoption pricingexpected utility theory

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16) Dynamic programming (90C39) Utility theory for games (91A30)

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