Hysteresis effects under CIR interest rates (Q418081): Difference between revisions

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+Optimal Investment with Costly Reversibility
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+Options, the Value of Capital, and Investment
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+Q3331506
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+The Genesis of “Optimal Inventory Policy”
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+A dynamic programming approach for pricing options embedded in bonds
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+An Intertemporal General Equilibrium Model of Asset Prices
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+A Theory of the Term Structure of Interest Rates
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+Consols In the Cir Model
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+Two singular diffusion problems
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+How real option disinvestment flexibility augments project NPV
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+Q3215519
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+Smooth pasting as rate of return equalization
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+Q3259158
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+The effect of mean reversion on entry and exit decisions under uncertainty
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