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The Engineering Economist
A Journal Devoted to the Problems of Capital Investment
Volume 43, 1998 - Issue 2
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TECHNICAL NOTE

On the Use of Martingales in Monte Carlo approaches to multiperiod Parameter Uncertainty in Capital Investment Risk Analysis

W.J. Hurley Royal Military College of Canada
Pages 169-182 | Published online: 23 Oct 2007

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YIGAL GERCHAK & THOMAS ÅSTEBRO. (2000) CALCULATING THE EXPECTATION AND VARIANCE OF THE PRESENT VALUE FOR A RANDOM PROFIT STREAM OF UNCERTAIN DURATION. The Engineering Economist 45:4, pages 339-349.
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E V Kazaku, E V Zvereva & Ju V Tsarionova. (2020) The transport construction investment project effectiveness assessment by Monte Carlo Method. IOP Conference Series: Materials Science and Engineering 913:5, pages 052006.
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Goran Avlijas. (2018) Examining the Value of Monte Carlo Simulation for Project Time Management. Management:Journal of Sustainable Business and Management Solutions in Emerging Economies 24:1, pages 11.
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Katrin Bock & Stefan Trück. (2011) Assessing Uncertainty and Risk in Public Sector Investment Projects. Technology and Investment 02:02, pages 105-123.
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Young Hoon Kwak & Lisa Ingall. (2007) Exploring Monte Carlo Simulation Applications for Project Management. Risk Management 9:1, pages 44-57.
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AUDLEY GENUS & ANNE-MARIE COLES. (2012) FIRM STRATEGIES FOR RISK MANAGEMENT IN INNOVATION. International Journal of Innovation Management 10:02, pages 113-126.
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