Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (Q3634995)
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scientific article; zbMATH DE number 5575040
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| English | Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming |
scientific article; zbMATH DE number 5575040 |
Statements
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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0.847455620765686
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0.7907810211181641
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0.7755640149116516
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0.7583951950073242
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0.7460131049156189
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