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"Multistage investments with recourse: A single-asset case with transaction ..."

Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El Ghaoui (2008)

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DOI: 10.1109/CDC.2008.4738700

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El Ghaoui:
Multistage investments with recourse: A single-asset case with transaction costs. CDC 2008: 2398-2403

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