The impacts of uncertainties in a real options model under incomplete information
From MaRDI portal
Publication:2467288
DOI10.1016/j.ejor.2006.09.019zbMath1137.91473MaRDI QIDQ2467288
Publication date: 21 January 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.09.019
Kalman filtering; decision analysis; finance; incomplete information theory; real options valuation methods
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