Real (investment) options with multiple sources of rare events
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Publication:5953352
DOI10.1016/S0377-2217(01)00075-3zbMath0992.91051MaRDI QIDQ5953352
Lenos Trigeorgis, Spiros H. Martzoukos
Publication date: 23 January 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40) Corporate finance (dividends, real options, etc.) (91G50)
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