Dynamic nonlinear differential investment decision model for scenic spot system with uncertainties and emergencies
From MaRDI portal
Publication:5070835
DOI10.1142/S0218348X22401089zbMATH Open1486.91037OpenAlexW3204862602MaRDI QIDQ5070835FDOQ5070835
Authors: Ge Ke, Qi-Jie Jiang, Abdullah Jameel Abualhamayl, Xinying Xu 
Publication date: 14 April 2022
Published in: Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218348x22401089
Recommendations
- Differential optimal investment timing decision model for nonlinear dynamic urban infrastructure planning system
- Analysis on dynamic decision-making model of the enterprise technological innovation investment under uncertain environment
- Optimal investment decision of engineering R\&D under Knight uncertainty
- R\&D project investment decision model based on real option theory
- Three-way investment decisions during the epidemic with Choquet-based bi-projection method
Cites Work
- The pricing of options and corporate liabilities
- Option pricing beyond Black-Scholes based on double-fractional diffusion
- Numerical solution of the time fractional Black-Scholes model governing European options
- On the method of inverse mapping for solutions of coupled systems of nonlinear differential equations arising in nanofluid flow, heat and mass transfer
- Random shock uncertainty and investment reversibility: real option framework
- Nonlinear sub-diffusion and nonlinear sub-diffusion dispersion equations and their proposed solutions
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption
Cited In (2)
This page was built for publication: Dynamic nonlinear differential investment decision model for scenic spot system with uncertainties and emergencies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5070835)
