Valuation of Investments in Real Assets with Implications for the Stock Prices (Q4210202)

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scientific article; zbMATH DE number 1200841
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Valuation of Investments in Real Assets with Implications for the Stock Prices
scientific article; zbMATH DE number 1200841

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    Valuation of Investments in Real Assets with Implications for the Stock Prices (English)
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    21 September 1998
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    stochastic control
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    optimal stopping
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    real assets
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    options
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    production scheduling
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    dynamic programming
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    investments
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