"Optimal decision policy for real options under general Markovian dynamics."

Gonzalo Cortazar, Lorenzo Naranjo, Felipe Sainz (2021)

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DOI: 10.1016/J.EJOR.2020.06.010

access: closed

type: Journal Article

metadata version: 2021-10-14

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Gonzalo Cortazar, Lorenzo Naranjo, Felipe Sainz:
Optimal decision policy for real options under general Markovian dynamics. Eur. J. Oper. Res. 288(2): 634-647 (2021)

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