A generalized complementarity approach to solving real option problems
type: Item
instance of: scholarly article
title: A generalized complementarity approach to solving real option problems
zbMATH Open document ID: 1181.91333
author: Takeshi Nagae
author: Takashi Akamatsu
publication date: 2010-01-19T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 37N40
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 5660263
zbMATH Keywords: real options
zbMATH Keywords: generalized complementarity problem
zbMATH Keywords: smoothing function-based algorithm
MaRDI profile type: Publication
full work available at URL: j.jedc.2007.04.010
OpenAlex ID: W2090540854
Wikidata QID: Q126232620
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DOI: 10.1016/J.JEDC.2007.04.010
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5660263