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Real Options and American Derivatives: The Double Continuation Region.

Anna BattauzMarzia De DonnoAlessandro Sbuelz
Published in: Manag. Sci. (2015)
Keyphrases
  • real option
  • higher order
  • decision making
  • pricing model
  • decision makers
  • life cycle
  • option pricing
  • artificial intelligence
  • search algorithm
  • markov random field