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Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems.
Home
Publications
Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems.
Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems.
MS
Michael J. P. Selby
Michael J. P. Selby
DL
D. Lund
D. Lund
BO
B. Oksendal
B. Oksendal
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1 October 1992
journal article
Published by
JSTOR
in
Journal of the Operational Research Society
Vol. 43
(10)
,
1017
https://doi.org/10.2307/2584558
Abstract
No abstract available
Keywords
STOCHASTIC MODELS
OPTION VALUES
INVESTMENT PROBLEMS
MODELS AND OPTION
ENVIRONMENT
Cited by 1 article