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Valuing Multifactor Real Options Using an Implied Binomial Tree.

Tianyang WangJames S. Dyer
Published in: Decis. Anal. (2010)
Keyphrases
  • real option
  • pricing model
  • tree structure
  • decision makers
  • decision making
  • option pricing
  • index structure
  • power plant
  • probability distribution
  • life cycle
  • reinforcement learning
  • cooperative
  • search algorithm