Title of article :
Discrete time modeling of mean-reverting stochastic processes for real option valuation
Author/Authors :
Warren J. Hahn، نويسنده , , James S. Dyer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
15
From page :
534
To page :
548
Keywords :
Decision Analysis , finance , OR in energy , stochastic processes
Journal title :
European Journal of Operational Research
Serial Year :
2008
Journal title :
European Journal of Operational Research
Record number :
217249
Link To Document :
بازگشت