A graphical method for valuing switching options

DOI10.1057/JORS.2009.128MaRDI QIDQ4933642zbMATH OpenOpenAlexFDO

Authors Barry R. Cobb, John Charnes

Publication date 14 October 2010

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.2009.128

zbMATH Keywords

capital budgetingdecision analysisdecision support systemsfinancenetworks and graphsprobability

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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