Exit option for a class of profit functions (Q3174920): Difference between revisions
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Revision as of 22:59, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit option for a class of profit functions |
scientific article |
Statements
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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