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"Discrete time modeling of mean-reverting stochastic processes for real ..."

Warren J. Hahn, James S. Dyer (2008)

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DOI: 10.1016/J.EJOR.2006.11.015

access: closed

type: Journal Article

metadata version: 2020-02-21

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Warren J. Hahn, James S. Dyer:
Discrete time modeling of mean-reverting stochastic processes for real option valuation. Eur. J. Oper. Res. 184(2): 534-548 (2008)

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