Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (Q3634995)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming |
scientific article |
Statements
Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (English)
0 references
3 July 2009
0 references
scenario-based optimization for capital budgeting
0 references
optimal portfolios for capital budgeting
0 references
solution of 0-1 integer programming by Lagrangian decomposition and composite relaxation
0 references