Optimal stopping with random exercise lag (Q1935933): Difference between revisions

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Latest revision as of 04:40, 6 July 2024

scientific article
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English
Optimal stopping with random exercise lag
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    Optimal stopping with random exercise lag (English)
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    20 February 2013
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    optimal stopping
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    real options
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    time to build
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    implementation delay
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    strong Markov process
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    diffusion
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    resolvent operator
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    \(\varepsilon\)-Optimal stopping times
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