On the Valuation of Multistage Information Technology Investments Embedding Nested Real Options.
Michel BenarochSandeep ShahMark JefferyPublished in: J. Manag. Inf. Syst. (2006)
Keyphrases
- real option
- multistage
- information technology
- pricing model
- decision makers
- life cycle
- decision making
- option pricing
- information systems
- lot sizing
- production system
- single stage
- dynamic programming
- stochastic programming
- power plant
- optimal policy
- artificial intelligence
- stochastic process
- capacity expansion
- data mining
- search algorithm
- linear program
- interconnection networks
- case study
- genetic algorithm