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Kalman filter approach to real options with active learning
Authors:Sund  Sebastian  Sendstad  Lars H.  Thijssen  Jacco J. J.
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
;
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...
Keywords:
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