Decision analysis and real options: a discrete time approach to real option valuation

DOI10.1007/s10479-005-6233-9zbMath1112.91028MaRDI QIDQ816347

James S. Dyer, Luiz E. Brandão

Publication date: 10 March 2006

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-005-6233-9

zbMATH Keywords

real options; decision trees; lattice methods

Mathematics Subject Classification ID

91B06: Decision theory

91G50: Corporate finance (dividends, real options, etc.)

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Cites Work

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