Real R&D options and optimal activation of two-dimensional random controls
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Publication:3184457
DOI10.1057/palgrave.jors.2602627zbMath1171.90540OpenAlexW1981120076MaRDI QIDQ3184457
Publication date: 15 October 2009
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602627
Markov and semi-Markov decision processes (90C40) Corporate finance (dividends, real options, etc.) (91G50)
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