OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE |
scientific article |
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OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (English)
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9 June 2011
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real options
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incomplete market
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HJB equation
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free boundary
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CRRA utility
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horizon-unbiased utility
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