Portfolios of real options

DOI10.1007/978-3-540-78299-5zbMATH Open1161.91003OpenAlexW391666561MaRDI QIDQ932091FDOQ932091

Rainer Brosch

Publication date: 8 July 2008

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-78299-5

zbMATH Keywords

portfolioreal optiondynamic investment problemmultinomial option pricing model

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cited In (5)

• The worst case for real options
• Real Options and Risk Dynamics
• Re-evaluating natural resource investments under uncertainty: an alternative to limited traditional approaches
• Title not available (Why is that?)
• Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach

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