Structural estimation of real options models

Journal of Economic Dynamics and Control

Volumn 33, Issue 4, 2009, Pages 798-816

  Gamba, Andrea ^a   Tesser, Matteo ^b  

^a UNIVERSITY OF VERONA   (Italy)

^b UNIVERSITAT POLITÈCNICA DE CATALUNYA   (Spain)

Author keywords

Discrete decision processes; Markov decision processes; Monte Carlo methods; Real options

Indexed keywords

EID: 59749086727     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.10.001     Document Type: Article

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