A diffusion process model for the optimal investment strategies of an R & D project (Q3882174): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:06, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diffusion process model for the optimal investment strategies of an R & D project |
scientific article |
Statements
A diffusion process model for the optimal investment strategies of an R & D project (English)
0 references
1980
0 references
diffusion process model
0 references
optimal investment strategies
0 references
R \& D project
0 references
research and development
0 references
changing project status
0 references
finance
0 references
discounted return criterion
0 references
second order non-linear differential equation
0 references
non-homogeneous comound Poisson process
0 references
diffusion approximation
0 references
optimal control
0 references
