A scenario tree approach to multi-period project selection problem using real-option valuation method

International Journal of Advanced Manufacturing Technology

Volumn 56, Issue 1-4, 2011, Pages 411-420

  Rafiee, Majid ^a   Kianfar, Farhad ^a  

^a SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Project selection; Real option valuation; Scenario reduction; Scenario tree; Stochastic optimization

Indexed keywords

PROJECT SELECTION; REAL OPTIONS; SCENARIO REDUCTION; SCENARIO TREE; STOCHASTIC OPTIMIZATIONS;

ALGORITHMS; COMPUTATIONAL COMPLEXITY; DECISION TREES; OPTIMIZATION; PLANT EXTRACTS; RESOURCE VALUATION; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 79960975013     PISSN: 02683768     EISSN: 14333015     Source Type: Journal    
DOI: 10.1007/s00170-011-3177-x     Document Type: Article

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