OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842)

From MaRDI portal
Revision as of 03:14, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
scientific article

    Statements

    title
    OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (English)
    0 references
    author
    Vicky Henderson
    0 references
    Jonathan D. Evans
    0 references
    David G. Hobson
    0 references
    publication date
    9 June 2011
    0 references
    zbMATH Keywords
    real options
    0 references
    incomplete market
    0 references
    HJB equation
    0 references
    free boundary
    0 references
    CRRA utility
    0 references
    horizon-unbiased utility
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    91B25
    0 references
    93E20
    0 references
    60G40
    0 references
    zbMATH DE Number
    5905961
    0 references
    OpenAlex ID
    W2119184451
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3005842&oldid=35231490"
    Powered by MediaWiki