Kalman filter approach to real options with active learning |
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Authors: | Sund Sebastian Sendstad Lars H. Thijssen Jacco J. J. |
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Affiliation: | 1.Department of Industrial Economics and Technology Management, NTNU, 7491, Trondheim, Norway ;2.Management School and Department of Mathematics, University of York, York, YO10 5DD, United Kingdom ; |
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Abstract: | Computational Management Science - Technological innovations often create new markets and this gives incentives to learn about their associated profitabilities. However, this decision depends not... |
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