Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371): Difference between revisions
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| Property / arXiv ID: 1001.3289 / rank | |||
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| Property / cites work: Reflected solutions of backward SDE's, and related obstacle problems for PDE's / rank | |||
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| Property / cites work: Some applications of impulse control in mathematical finance / rank | |||
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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| Property / cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type / rank | |||
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Latest revision as of 19:53, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of expected profit and cost yields in an investment under uncertainty |
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Optimal stopping of expected profit and cost yields in an investment under uncertainty (English)
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3 January 2012
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optimal stopping
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Snell envelop
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backward stochastic differential equations
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merger and acquisition
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