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

Qiang Li Junwei Wang Jian Ni Lap Keung Chu Congdong 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