A path-dependent contingent-claims approach to capacity investments

Tarik Driouchi, David Bennett, Gary Simpson
  • European Journal of Operational Research, February 2010, Elsevier
  • DOI: 10.1016/j.ejor.2009.02.029

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http://dx.doi.org/10.1016/j.ejor.2009.02.029

The following have contributed to this page: Prof David J Bennett