Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885)
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English | Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach |
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Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (English)
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27 January 2020
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real options portfolio
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influence diagram
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simulation-and-regression
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approximate dynamic programming
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natural resource investment
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