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"A path-dependent contingent-claims approach to capacity investments."

Tarik Driouchi, David J. Bennett, Gary Simpson (2010)

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DOI: 10.1016/J.EJOR.2009.02.029

access: closed

type: Journal Article

metadata version: 2020-02-21

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Tarik Driouchi, David J. Bennett, Gary Simpson:
A path-dependent contingent-claims approach to capacity investments. Eur. J. Oper. Res. 201(1): 319-323 (2010)

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