Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7157786
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach |
scientific article; zbMATH DE number 7157786 |
Statements
Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (English)
0 references
27 January 2020
0 references
real options portfolio
0 references
influence diagram
0 references
simulation-and-regression
0 references
approximate dynamic programming
0 references
natural resource investment
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9017157
0 references
0.8444234
0 references
0.8351703
0 references
0.83283806
0 references
0.83002687
0 references
0.8231567
0 references
0.82282245
0 references
0.82166445
0 references
