Gonzalo Cortazar

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 2

Top Topics

Dynamic Programming

Allocation Policy

Influence Diagrams

Top Venues

Eur. J. Oper. Res.

Publications

Gonzalo Cortazar, Lorenzo Naranjo, Felipe Sainz
Optimal decision policy for real options under general Markovian dynamics. Eur. J. Oper. Res. 288 (2) (2021)
Gonzalo Cortazar, Cristobal Millard, Hector Ortega, Eduardo S. Schwartz
Commodity Price Forecasts, Futures Prices, and Pricing Models. Manag. Sci. 65 (9) (2019)
Gonzalo Cortazar, Miguel Gravet, Jorge Urzúa
The valuation of multidimensional American real options using the LSM simulation method. Comput. Oper. Res. 35 (1) (2008)