Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (Q3634995)

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Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
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    Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (English)
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    3 July 2009
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    scenario-based optimization for capital budgeting
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    optimal portfolios for capital budgeting
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    solution of 0-1 integer programming by Lagrangian decomposition and composite relaxation
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