A generalized complementarity approach to solving real option problems (Q844678)

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English	A generalized complementarity approach to solving real option problems	scientific article

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scholarly article

A generalized complementarity approach to solving real option problems (English)

Takashi Akamatsu

Journal of Economic Dynamics \& Control

publication date

19 January 2010

zbMATH Keywords

real options

generalized complementarity problem

smoothing function-based algorithm

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MaRDI publication profile

full work available at URL

https://doi.org/10.1016/j.jedc.2007.04.010

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mardi Publication:844678

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