Multi-stage IT project evaluation: The flexibility value obtained by implementing and resolving Berk, Green and Naik (2004) model
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Publication:732107
DOI10.1016/J.CAM.2009.03.005zbMath1179.91250OpenAlexW1974173839MaRDI QIDQ732107
Publication date: 9 October 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.03.005
Brownian motion (60J65) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)
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