"Kalman filter approach to real options with active learning."

Sebastian Sund, Lars H. Sendstad, Jacco J. J. Thijssen (2022)

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DOI: 10.1007/S10287-022-00423-1

access: open

type: Journal Article

metadata version: 2022-07-27

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Sebastian Sund, Lars H. Sendstad, Jacco J. J. Thijssen:
Kalman filter approach to real options with active learning. Comput. Manag. Sci. 19(3): 457-490 (2022)

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