Sign in

The optimal time to make a risky investment under a permanent exit option.

Qiang LiJunwei WangJian NiLap Keung ChuCongdong Li
Published in: J. Intell. Manuf. (2019)
Keyphrases
  • dynamic programming
  • real option
  • data mining
  • decision making
  • similarity measure
  • closed form
  • exhaustive search
  • optimal strategy
  • pareto optimal
  • optimal design
  • option pricing
  • optimal portfolio