On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024)
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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 |
Statements
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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