A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping (Q4442989)
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scientific article; zbMATH DE number 2024268
Language | Label | Description | Also known as |
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English | A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping |
scientific article; zbMATH DE number 2024268 |
Statements
A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping (English)
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8 January 2004
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stochastic impulse control
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optimal switching
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optimal stopping
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real options
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