Optimal stopping of expected profit and cost yields in an investment under uncertainty
From MaRDI portal
Publication:3108371
DOI10.1080/17442508.2010.516828zbMath1233.60021arXiv1001.3289MaRDI QIDQ3108371
Boualem Djehiche, Said Hamadène, Marie-Amélie Morlais
Publication date: 3 January 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.3289
62P20: Applications of statistics to economics
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G40: Stopping times; optimal stopping problems; gambling theory
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