Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation.
Luiz E. BrandãoJames S. DyerPublished in: Ann. Oper. Res. (2005)
Keyphrases
- real option
- decision analysis
- decision makers
- decision making
- option pricing
- multi criteria
- cash flow
- grey relational
- pricing model
- influence diagrams
- decision support system
- markov chain
- life cycle
- decision theory
- multi attribute
- utility function
- risk analysis
- decision model
- power plant
- game playing
- case based reasoning
- probabilistic model
- multi agent systems