OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842)

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scientific article
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OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
scientific article

    Statements

    title
    OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (English)
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    author
    Vicky Henderson
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    Jonathan D. Evans
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    David G. Hobson
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    publication date
    9 June 2011
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B25
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    93E20
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    60G40
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    zbMATH DE Number
    5905961
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    OpenAlex ID
    W2119184451
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