Kalman Filter Approach to Real Options with Active Learning

Jacco Thijssen, Lars Sendstad, Sebastian Sund

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	457-490
Number of pages	64
Journal	Computational Management Science
Volume	19
Issue number	3
Early online date	27 Jan 2022
DOIs	https://doi.org/10.1007/s10287-022-00423-1
Publication status	Published - 1 Jul 2022

Access to Document

2022 CompMan Sci Sund Sendstad Thijssen
© The Author(s) 2022
Final published version, 1.77 MBLicence: CC BY

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