Exit option for a class of profit functions (Q3174920): Difference between revisions

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Latest revision as of 04:34, 16 July 2024

scientific article
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Exit option for a class of profit functions
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    Exit option for a class of profit functions (English)
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    18 July 2018
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    real options
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    exit option
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    free-boundary problem
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    optimal stopping time
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    dynamic programming principle
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    Brownian motion
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