A path-dependent contingent-claims approach to capacity investments
From MaRDI portal
Publication:1044172
DOI10.1016/j.ejor.2009.02.029zbMath1177.91122MaRDI QIDQ1044172
Publication date: 10 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.02.029
91G10: Portfolio theory