Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal stopping of expected profit and cost yields in an investment under uncertainty |
scientific article |
Statements
Optimal stopping of expected profit and cost yields in an investment under uncertainty (English)
0 references
3 January 2012
0 references
optimal stopping
0 references
Snell envelop
0 references
backward stochastic differential equations
0 references
merger and acquisition
0 references