Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940): Difference between revisions
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scientific article
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English | Irreversible investment with Cox-Ingersoll-Ross type mean reversion |
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Irreversible investment with Cox-Ingersoll-Ross type mean reversion (English)
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11 June 2010
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irreversible investment
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real options
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models of mean reversion
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optimal control
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Cox-Ingersoll-Ross process
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foreign direct investment
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