On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024): Difference between revisions

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Latest revision as of 20:54, 19 March 2024

scientific article; zbMATH DE number 5279717
Language Label Description Also known as
English
On the Starting and Stopping Problem: Application in Reversible Investments
scientific article; zbMATH DE number 5279717

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    On the Starting and Stopping Problem: Application in Reversible Investments (English)
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    27 May 2008
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    real options
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    BSDEs
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    Snell envelope
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    stopping time
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    stopping and starting
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