Real (investment) options with multiple sources of rare events

European Journal of Operational Research

Volumn 136, Issue 3, 2002, Pages 696-706

  Martzoukos, Spiros H ^a   Trigeorgis, Lenos ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Cost benefit analysis; Finance; Flexibility; Jump diffusion processes; Real options

Indexed keywords

COST BENEFIT ANALYSIS; FINITE DIFFERENCE METHOD; MARKOV PROCESSES; OPERATIONS RESEARCH; POISSON DISTRIBUTION; REGULATORY COMPLIANCE; RISK ASSESSMENT;

POLITICAL RISKS;

INVESTMENTS;

EID: 0036466574     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(01)00075-3     Document Type: Article

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