A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping (Q4442989)

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scientific article; zbMATH DE number 2024268
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A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
scientific article; zbMATH DE number 2024268

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    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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