Optimal decision policy for real options under general Markovian dynamics

Title
Optimal decision policy for real options under general Markovian dynamics
Authors
Keywords
OR in natural resources, Real options, Optimal switching problem, Numerical methods in finance
Journal
Publisher
Elsevier BV
Online
2020-06-21
DOI
10.1016/j.ejor.2020.06.010

Ask authors/readers for more resources

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started