Uncertainty in the valuation of risky assets.
Alain ChateauneufRobert KastAndré LapiedPublished in: ECSQARU (1991)
Keyphrases
- real option
- uncertain data
- reasoning under uncertainty
- inherent uncertainty
- transaction costs
- probability theory
- missing data
- information technology
- expert systems
- information systems
- incomplete information
- belief functions
- decision theory
- learning environment
- robust optimization
- database systems
- case study
- computer vision