The optimal harvesting problem under price uncertainty: the risk averse case
Author:
Funder
ONICYT
CONICYT
CONICYT ANILLO
CONICYT REDES
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-015-1963-9.pdf
Reference42 articles.
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3. Alvarez, L., & Koskela, E. (2007). Taxation and rotation age under stochastic forest stand value. Journal of Environmental Economics and Management, 54, 113–127.
4. Artzner, P., Delbaen, F., Eber, J., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9(3), 203–228.
5. Blomvall, J., & Shapiro, A. (2006). Solving multistage asset investment problems by the sample average approximation method. Mathematical Programming, 108(2–3), 571–595.
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