Discrete time modeling of mean-reverting stochastic processes for real option valuation.
Warren J. HahnJames S. DyerPublished in: Eur. J. Oper. Res. (2008)
Keyphrases
- real option
- stochastic processes
- stochastic process
- stochastic models
- markov processes
- markov chain
- cash flow
- dynamic bayesian networks
- random fields
- probability distribution
- life cycle
- random variables
- decision making
- decision makers
- continuous time bayesian networks
- power plant
- bayesian networks
- neural network
- stochastic model
- decision support system
- fuzzy logic
- case study