2021, Vol. 2, Issue 1, Part A
Applications of stochastic modeling for investment decision-making under market uncertainties
Author(s): Dr. Deepak Kumar Routray
Abstract: This paper develops scenario-based decision models in support of investment decision-making and analysis under market uncertainties by applying stochastic programming and dynamic stochastic programming in several application contexts, such as the optimal harvesting of forest stands, the management of electricity contract portfolios, the investments in power plants, and the valuation of real options in new product development. The applications demonstrate the feasibility of scenario-based modeling approaches, among others.
Pages: 40-43 | Views: 628 | Downloads: 333
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How to cite this article:
Dr. Deepak Kumar Routray. Applications of stochastic modeling for investment decision-making under market uncertainties. Journal of Mathematical Problems, Equations and Statistics. 2021; 2(1): 40-43.