Optimal stopping with random exercise lag (Q1935933): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00186-012-0384-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1997826741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5558293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reward functionals, salvage values, and optimal stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: The impact of delivery lags on irreversible investment under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A harmonic function technique for the optimal stopping of diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entry and Exit Decision Problem with Implementation Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3342857 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The impact of investment lags on investment decision / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping via measure transformation: the Beibel–Lerche approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL STOPPING WITH DELAYED INFORMATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3378055 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4224234 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:40, 6 July 2024

scientific article
Language Label Description Also known as
English
Optimal stopping with random exercise lag
scientific article

    Statements

    Optimal stopping with random exercise lag (English)
    0 references
    0 references
    20 February 2013
    0 references
    optimal stopping
    0 references
    real options
    0 references
    time to build
    0 references
    implementation delay
    0 references
    strong Markov process
    0 references
    diffusion
    0 references
    resolvent operator
    0 references
    \(\varepsilon\)-Optimal stopping times
    0 references

    Identifiers