OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842): Difference between revisions

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Property / DOI: 10.1111/j.1467-9965.2008.00347.x / rank
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Property / author
 
Property / author: Jonathan D. Evans / rank
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Property / author
 
Property / author: David G. Hobson / rank
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Property / author
 
Property / author: Jonathan D. Evans / rank
 
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Property / author
 
Property / author: David G. Hobson / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2008.00347.x / rank
 
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Property / OpenAlex ID: W2119184451 / rank
 
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Property / cites work
 
Property / cites work: Q3933378 / rank
 
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Property / cites work
 
Property / cites work: Valuing the option to invest in an incomplete market / rank
 
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Property / cites work
 
Property / cites work: An explicit solution for an optimal stopping/optimal control problem which models an asset sale / rank
 
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Property / cites work
 
Property / cites work: Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE / rank
 
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Property / cites work
 
Property / cites work: Valuing Risky Projects: Option Pricing Theory and Decision Analysis / rank
 
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Property / cites work
 
Property / cites work: The Mathematics of Financial Derivatives / rank
 
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Property / DOI
 
Property / DOI: 10.1111/J.1467-9965.2008.00347.X / rank
 
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Latest revision as of 08:15, 20 December 2024

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OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
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    OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (English)
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    9 June 2011
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    real options
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    incomplete market
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    HJB equation
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    free boundary
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    CRRA utility
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    horizon-unbiased utility
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