ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for investment decisions with switching costs. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDE's with discontinuous barrier and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Starting and Stopping Problem: Application in Reversible Investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1142/s0219024909005312 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2159733300 / rank
 
Normal rank

Latest revision as of 08:32, 30 July 2024

scientific article; zbMATH DE number 5593343
Language Label Description Also known as
English
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
scientific article; zbMATH DE number 5593343

    Statements

    ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (English)
    0 references
    0 references
    0 references
    10 August 2009
    0 references
    real options
    0 references
    security design
    0 references
    backward stochastic differential equation
    0 references
    abandonment risk
    0 references
    Snell envelope
    0 references
    stopping time
    0 references
    stopping and starting
    0 references
    optimal switching
    0 references
    viscosity solution of PDEs
    0 references
    variational inequalities
    0 references

    Identifiers