Kalman Filter Approach to Real Options with Active Learning

Thijssen, Jacco orcid.org/0000-0001-6207-5647, Sendstad, Lars and Sund, Sebastian (2022) Kalman Filter Approach to Real Options with Active Learning. Computational Management Science. pp. 457-490. ISSN: 1619-6988

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Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© The Author(s) 2022.
Dates:
  • Accepted: 19 December 2021
  • Published (online): 27 January 2022
  • Published: 1 July 2022
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 20 Dec 2021 16:40
Last Modified: 20 Sep 2025 01:40
Published Version: https://doi.org/10.1007/s10287-022-00423-1
Status: Published
Refereed: Yes
Identification Number: 10.1007/s10287-022-00423-1
Open Archives Initiative ID (OAI ID):

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